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Stylianos Perrakis

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Personal Details

First Name: Stylianos
Middle Name:
Last Name: Perrakis
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RePEc Short-ID: ppe489

Email:
Homepage: http://johnmolson.concordia.ca/en/faculty-research/departments/finance/926-department-finance
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Affiliation

Department of Finance
John Molson School of Business
Concordia University
Location: Montréal, Canada
Homepage: http://www.johnmolson.concordia.ca/en/faculty-research/departments/finance
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Handle: RePEc:edi:dfconca (more details at EDIRC)

Works

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Working papers

  1. Christos Constantatos & Stylianos Perrakis, 2010. "On the Impact of Financial Structure on Product Selection," Discussion Paper Series 2010_11, Department of Economics, University of Macedonia, revised Nov 2010.
  2. Stylianos Perrakis & Christos Constantatos & Jean Lefoll, 2008. "Financial Structure and Product Qualities," Discussion Paper Series 2008_15, Department of Economics, University of Macedonia, revised Dec 2008.
  3. Jens Carsten Jackwerth & George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2008. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," CoFE Discussion Paper 08-08, Center of Finance and Econometrics, University of Konstanz.
  4. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008. "Mispricing of S&P 500 Index Options," NBER Working Papers 14544, National Bureau of Economic Research, Inc.
  5. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Option Pricing: Real and Risk-Neutral Distributions," CoFE Discussion Paper 05-06, Center of Finance and Econometrics, University of Konstanz.
  6. Jean LEFOLL & Stylianos PERRAKIS, 2002. "Financial Structure and Market Equilibrium in a Vertically Differentiated Industry," FAME Research Paper Series rp96, International Center for Financial Asset Management and Engineering.
  7. George M. Constantinides & Stylianos Perrakis, 2002. "Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs," NBER Working Papers 8867, National Bureau of Economic Research, Inc.
  8. Stylianos PERRAKIS & Jean LEFOLL, 1999. "Option Pricing and Replication with Transaction Costs and Dividends," FAME Research Paper Series rp8, International Center for Financial Asset Management and Engineering.
  9. Constantatos, C. & Perrakis, S., 1996. "Entry and Minimum Quality Standards in a Vertically Differentiated Industry," Papers 9611, Laval - Recherche en Energie.
  10. Christos Constantatos & Stylianos Perrakis, 1990. "Monopoly, Entry and Market Coverage in a Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU) 90-02, Carleton University, Department of Economics.
  11. Christos Constantatos & Stylianos Perrakis, 1989. "Monopoly And Market Coverage In A Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU) 89-08, Carleton University, Department of Economics.
  12. Christos Constantatos & Stylianos Perrakis, 1989. "Vertical Differentiation And Entry Threat In A Natural Duopoly," Carleton Industrial Organization Research Unit (CIORU) 89-13, Carleton University, Department of Economics.

Articles

  1. Perrakis, Stylianos & Boloorforoosh, Ali, 2013. "Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3157-3168.
  2. Khoury, Nabil & Perrakis, Stylianos & Savor, Marko, 2011. "Competition, interlisting and market structure in options trading," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 104-117, January.
  3. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, 08.
  4. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277, March.
  5. Perrakis, Stylianos & Lefoll, Jean, 2004. "The American put under transactions costs," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 915-935, February.
  6. Constantinides, George M. & Perrakis, Stylianos, 2002. "Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1323-1352, July.
  7. Perrakis, Stylianos & Lefoll, Jean, 2000. "Option pricing and replication with transaction costs and dividends," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1527-1561, October.
  8. Constantatos, Christos & Perrakis, Stylianos, 1999. "Free entry may reduce total willingness-to-pay1," Economics Letters, Elsevier, vol. 62(1), pages 105-112, January.
  9. Constantatos, Christos & Perrakis, Stylianos, 1998. "Minimum Quality Standards, Entry, and the Timing of the Quality Decision," Journal of Regulatory Economics, Springer, vol. 13(1), pages 47-58, January.
  10. Perrakis, Stylianos & Lefoll, Jean, 1997. "Derivative Asset Pricing with Transaction Costs: An Extension," Computational Economics, Society for Computational Economics, vol. 10(4), pages 359-76, November.
  11. Constantatos, Christos & Perrakis, Stylianos, 1997. "Vertical differentiation: Entry and market coverage with multiproduct firms," International Journal of Industrial Organization, Elsevier, vol. 16(1), pages 81-103, November.
  12. Constantatos, Christos & Perrakis, Stylianos, 1995. "Différenciation verticale et structure du marché," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(1), pages 71-98, mars.
  13. Stylianos Perrakis, 1991. "Assessing Competition in Canada's Financial System: A Note," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 727-32, August.
  14. Perrakis, Stylianos, 1989. "Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(4), pages 518-546, décembre.
  15. Robert F. Owen & Stylianos Perrakis, 1988. "An International Duopoly Model Under Exchange Rate Uncertainty," Revue Économique, Programme National Persée, vol. 39(5), pages 1035-1060.
  16. Perrakis, Stylianos, 1986. "Option Bounds in Discrete Time: Extensions and the Pricing of the American Put," The Journal of Business, University of Chicago Press, vol. 59(1), pages 119-41, January.
  17. Perrakis, Stylianos & Warskett, George, 1986. "Uncertainty, Economies of Scale, and Barrier to Entry," Oxford Economic Papers, Oxford University Press, vol. 38(0), pages 58-74, Suppl. No.
  18. Perrakis, Stylianos & Ryan, Peter J, 1984. " Option Pricing Bounds in Discrete Time," Journal of Finance, American Finance Association, vol. 39(2), pages 519-25, June.
  19. Perrakis, Stylianos & Warskett, George, 1983. "Capacity and Entry under Demand Uncertainty," Review of Economic Studies, Wiley Blackwell, vol. 50(3), pages 495-511, July.
  20. Perrakis, Stylianos, 1980. "Factor-Price Uncertainty with Variable Proportions: Note," American Economic Review, American Economic Association, vol. 70(5), pages 1083-88, December.
  21. Stylianos Perrakis, 1979. "On the Technological Implications of the Spanning Theorem," Canadian Journal of Economics, Canadian Economics Association, vol. 12(3), pages 501-11, August.
  22. Perrakis, Stylianos & Zerbinis, John, 1978. "Identifying the SSD Portion of the EV Frontier: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(01), pages 167-171, March.
  23. Perrakis, Stylianos, 1977. "Abstract: Stochastic Dominance in the Laplace Transformation Domain," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(04), pages 639-639, November.
  24. Perrakis, Stylianos, 1976. "Rate of Return Regulation of a Monopoly Firm with Random Demand," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 149-62, February.
  25. Perrakis, Stylianos, 1976. "On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve," American Economic Review, American Economic Association, vol. 66(3), pages 410-16, June.
  26. Perrakis, Stylianos, 1976. "A Note on Optimal Equity Financing of the Corporation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(01), pages 157-164, March.
  27. Stylianos Perrakis & Izzet Sahin, 1976. "On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon," Management Science, INFORMS, vol. 22(7), pages 799-809, March.
  28. Perrakis, Stylianos, 1975. "Certainty Equivalents and Timing Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(01), pages 109-118, March.
  29. Stylianos Perrakis & Claude Henin, 1974. "The Evaluation of Risky Investments with Random Timing of Cash Returns," Management Science, INFORMS, vol. 21(1), pages 79-86, September.
  30. Perrakis, Stylianos & Sahin, Izzet, 1972. "Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(2), pages 399-407, June.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2008-12-14 2009-01-03 2010-09-11. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2006-08-26 2006-08-26. Author is listed
  3. NEP-COM: Industrial Competition (1) 2010-09-11
  4. NEP-FMK: Financial Markets (3) 2006-08-26 2006-08-26 2008-12-14. Author is listed
  5. NEP-MIC: Microeconomics (1) 2010-09-11
  6. NEP-MST: Market Microstructure (1) 2006-08-26
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2010-09-03

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