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Information about:
Vassilis Polimenis

Personal Details | Affiliation | Works

This is information that was supplied by Vassilis Polimenis in registering through RePEc. If you are Vassilis Polimenis , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Vassilis
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Last Name: Polimenis
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RePEc Short-ID: ppo227

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Affiliation

(in no particular order)

Department of Economics
Aristotle University of Thessaloniki
Location: Thessaloniki, Greece
Homepage: http://www.auth.gr/econ/
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Handle: RePEc:edi:deautgr (registered authors at this institution)

Works

Working papers

Christian Gourieroux ; Alain Monfort ; Vassilis Polimenis, 2005. "Affine Model for Credit Risk Analysis," Working Papers 2005-44, Centre de Recherche en Economie et Statistique, revised 2005. [Downloadable!]
Published as:
- C. Gourieroux & A. Monfort & V. Polimenis, 2006. "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 494-530. [Downloadable!] (restricted)
Christian Gourieroux ; Alain Monfort ; Vassilis Polimenis, 2002. "Affine Term Structure Models," Working Papers 2002-49, Centre de Recherche en Economie et Statistique. [Downloadable!]

Articles

Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008. "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, vol. 4(1), pages 1-28, January. [Downloadable!] (restricted)
C. Gourieroux & A. Monfort & V. Polimenis, 2006. "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 494-530. [Downloadable!] (restricted)
Other versions:
- Christian Gourieroux ; Alain Monfort ; Vassilis Polimenis, 2005. "Affine Model for Credit Risk Analysis," Working Papers 2005-44, Centre de Recherche en Economie et Statistique, revised 2005. [Downloadable!]
Polimenis, Vassilis, 2005. "Slow and fast markets," Journal of Economics and Business, Elsevier, vol. 57(6), pages 576-593. [Downloadable!] (restricted)

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This page was last updated on 2009-12-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.