Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title

Article

Generalized parameter functions for option pricing

Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2010)

Article

Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area

Alexakis, Panayiotis; Hardouvelis, Gikas; Paxson, Dean; Sick, Gordon; Trigeorgis, Lenos (2018)

This article addresses certain key issues of the Greek sovereign debt crisis and its broader economic distress and growth implications for the Euro Area. It also offers a number of remedies, including growth indexed bonds, ...

Article

Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility

Bali, Turan G.; Viva, Luca Del; Lambertides, Neophytos; Trigeorgis, Lenos (2019)

We provide new evidence on the economic role of growth options behind the profitability, distress, lotteryness, and volatility anomalies. We use idiosyncratic skewness to measure growth options and estimate expected ...

Book

Handbook of asset and liability management

Zenios, Stavros A.; Ziemba, W. T.; Zenios, Stavros A. [0000-0001-7576-4898] (Elsevier, 2006)

Book

Handbook of asset and liability management

Zenios, Stavros A.; Ziemba, W. T. (Elsevier, 2007)

Book Chapter

Handbook of Asset and Liability Management - Set

Zenios, Stavros A.; Ziemba, W. T. (2008)

Article

High-performance computing for financial planning

Zenios, Stavros A. (2003)

Article

Hybrid artificial neural networks for efficient valuation of real options and financial derivatives

Charalambous, Chris; Martzoukos, Spiros H. (2005)

Article

Hysteresis Models of Investment with Multiple Uncertainties and Exchange Rate Risk

Martzoukos, Spiros H. (2001)

Article

Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems

Nikolaidis, Alexandros I.; Milidonis, Andreas; Charalambous, C. A. (2015)

Article

The impact of losses and cash flows on dividends: evidence for Japan

Charitou, Andreas (2000)

Article

The impact of the Financial Institutions Reform, Recovery, and Enforcement Act (FIRREA) on the value of S&L stocks

Bryant, Sarah K.; Martzoukos, Spiros H. (1998)

Book Chapter

Implied non-recombining trees and calibration for the volatility smile

Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2009)

Article

Implied non-recombining trees and calibration for the volatility smile

Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2007)

Article

An improved binomial lattice method for multi-dimensional options

Gamba, Andrea; Trigeorgis, Lenos (2007)

Article

Incorporating Derivative Securities in International Portfolios

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. (2004)

Article

Independent directors and defined benefit pension plan freezes

Vafeas, Nikos; Vlittis, Adamos (2018)

We study the role of outside directors in defined benefit pension plan freezes, where the interests of shareholders are in apparent conflict with the interests of firm employees. We examine the effect of independent directors ...

Doctoral Thesis

The information content of accrual and cash flow measures: a cross-sectional valuation study

Charitou, Andreas (1987)

Book

Innovation Investment in Two-Stage Games

Chevalier-Roignant, Benoit; Trigeorgis, Lenos (The MIT Press, 2011)

This chapter discusses the trade-off between commitment and flexibility in sequential investment settings. The focus is on two-stage competition models where real options analysis tools are combined with industry organization ...

Book Chapter

Insurance asset pricing is different

Ammar, Semir Ben; Eling, Martin; Milidonis, Andreas (2016)

Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente ...