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Publications

by members of

Concordia University → John Molson School of Business → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

2017

  1. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017, "Mispriced Index Option Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23708, Aug.

2010

  1. Christos Constantatos & Stylianos Perrakis, 2010, "On the Impact of Financial Structure on Product Selection," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_11, Nov, revised Nov 2010.
  2. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010, "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 16302, Aug.

2008

  1. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008, "Mispricing of S&P 500 Index Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 14544, Dec.
  2. Stylianos Perrakis & Christos Constantatos & Jean Lefoll, 2008, "Financial Structure and Product Qualities," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_15, Dec, revised Dec 2008.

2007

  1. Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2007, "Option Pricing: Real and Risk-Neutral Distributions," MPRA Paper, University Library of Munich, Germany, number 11637.

2002

  1. Jean LEFOLL & Stylianos PERRAKIS, 2002, "Financial Structure and Market Equilibrium in a Vertically Differentiated Industry," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp96, Dec.
  2. George M. Constantinides & Stylianos Perrakis, 2002, "Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8867, Mar.

1999

  1. Stylianos PERRAKIS & Jean LEFOLL, 1999, "Option Pricing and Replication with Transaction Costs and Dividends," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp8, Jul.

1996

  1. Constantatos, C. & Perrakis, S., 1996, "Entry and Minimum Quality Standards in a Vertically Differentiated Industry," Papers, Laval - Recherche en Energie, number 9611.

1990

  1. Christos Constantatos & Stylianos Perrakis, 1990, "Monopoly, Entry and Market Coverage in a Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU), Carleton University, Department of Economics, number 90-02.

1989

  1. Christos Constantatos & Stylianos Perrakis, 1989, "Monopoly And Market Coverage In A Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU), Carleton University, Department of Economics, number 89-08.
  2. Christos Constantatos & Stylianos Perrakis, 1989, "Vertical Differentiation And Entry Threat In A Natural Duopoly," Carleton Industrial Organization Research Unit (CIORU), Carleton University, Department of Economics, number 89-13.

Journal articles

2025

  1. Lorne N. Switzer & Mashal Dhamani, 2025, "Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors," Annals of Operations Research, Springer, volume 346, issue 1, pages 585-622, March, DOI: 10.1007/s10479-024-06356-z.

2024

  1. Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao, 2024, "The impact of corporate governance and state ownership on the default probabilities of Chinese firms," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101142.
  2. Switzer, Lorne N. & Tu, Qiao, 2024, "The impact of position limits on options trading," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104969.

2023

  1. Switzer, Lorne N., 2023, "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103991.
  2. Pollock, Susan & Switzer, Lorne N. & Wang, Jun, 2023, "The dynamics of CEO equity vs. inside debt and firm performance," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101891.

2022

  1. Stylianos Perrakis, 2022, "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 3, pages 369-401, September, DOI: 10.1007/s11408-021-00399-z.
  2. Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N., 2022, "Volatility of implied volatility and mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jcorpfin.2022.102243.
  3. Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
  4. Ajirloo, Bahman Fathi & Switzer, Lorne N., 2022, "Self-disclosed peer effects on corporate capital structure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101562.

2021

  1. Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021, "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100606.
  2. Hamed Ghanbari & Michael Oancea & Stylianos Perrakis, 2021, "Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences," European Financial Management, European Financial Management Association, volume 27, issue 2, pages 244-286, March, DOI: 10.1111/eufm.12276.
  3. Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, volume 10, issue 1, pages 57-63, April, DOI: 10.1561/104.00000090.

2020

  1. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020, "Mispriced index option portfolios," Financial Management, Financial Management Association International, volume 49, issue 2, pages 297-330, June, DOI: 10.1111/fima.12288.
  2. Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.

2019

  1. Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019, "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 89-110, DOI: 10.1016/j.intfin.2018.12.010.

2018

  1. Stylianos Perrakis & Ali Boloorforoosh, 2018, "Catastrophe futures and reinsurance contracts: An incomplete markets approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 1, pages 104-128, January, DOI: 10.1002/fut.21880.
  2. Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018, "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 196-210, DOI: 10.1016/j.intfin.2017.09.023.

2017

  1. Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017, "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 21-46, DOI: 10.1016/j.finmar.2017.07.006.
  2. Stylianos Perrakis & Rui Zhong, 2017, "Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach," European Financial Management, European Financial Management Association, volume 23, issue 5, pages 873-901, October, DOI: 10.1111/eufm.12127.
  3. Switzer, Lorne N. & Wang, Jun, 2017, "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 57-71, DOI: 10.1016/j.jfs.2017.02.002.
  4. Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, volume 35, issue C, pages 1-10, DOI: 10.1016/j.rfe.2017.04.001.
  5. Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.

2016

  1. Michal Czerwonko & Stylianos Perrakis, 2016, "Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 1-23, December, DOI: 10.1142/S201013921650018X.
  2. Michal Czerwonko & Stylianos Perrakis, 2016, "Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 1-28, December, DOI: 10.1142/S2010139216500191.
  3. Switzer, Lorne N. & Picard, Alan, 2016, "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, volume 57, issue C, pages 106-119, DOI: 10.1016/j.econmod.2016.04.006.

2015

  1. Perrakis, Stylianos & Zhong, Rui, 2015, "Credit spreads and state-dependent volatility: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 215-231, DOI: 10.1016/j.jbankfin.2015.02.017.
  2. Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
  3. Jean-Michel Sahut & Lorne Switzer, 2015, "Special issue: Ethical finance and governance. Introduction," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 2, pages 255-257, May, DOI: 10.1007/s10997-013-9258-5.
  4. Diego Cueto & Lorne Switzer, 2015, "Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 2, pages 395-419, May, DOI: 10.1007/s10997-013-9263-8.
  5. Lorne Switzer & Alan Picard, 2015, "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 3, pages 169-221, September.

2013

  1. Perrakis, Stylianos & Boloorforoosh, Ali, 2013, "Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3157-3168, DOI: 10.1016/j.jbankfin.2013.02.028.
  2. Lorne N. Switzer & Jun Wang, 2013, "Default Risk Estimation, Bank Credit Risk, and Corporate Governance," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 22, issue 2, pages 91-112, May, DOI: 10.1111/fmii.12005.

2011

  1. Khoury, Nabil & Perrakis, Stylianos & Savor, Marko, 2011, "Competition, interlisting and market structure in options trading," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 104-117, January.
  2. 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, volume 66, issue 4, pages 1407-1437, August.
  3. Lorne N. Switzer & Yu Cao, 2011, "Shareholder interests vs board of director members' interests and company performance," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 228-245, August, DOI: 10.1108/14757701111155770.

2010

  1. Nabil Khoury & Stylianos Perrakis & Marko Savor, 2010, "PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality," European Financial Management, European Financial Management Association, volume 16, issue 2, pages 211-228, March, DOI: 10.1111/j.1468-036X.2008.00452.x.
  2. Switzer, Lorne N., 2010, "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 332-346, December.
  3. Lorne N. Switzer & Haibo Fan, 2010, "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Economic Research Association, volume 2, issue 1, pages 11-35, April.
  4. Bala Arshanapalli & William Nelson & Lorne Switzer, 2010, "The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 16, pages 1257-1267, DOI: 10.1080/09603107.2010.485925.

2009

  1. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009, "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1247-1277, March.
  2. Lorne N. Switzer & Hui Lin, 2009, "Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 4, issue 4, pages 400-426.

2007

  1. Switzer, Lorne N., 2007, "Corporate governance, Sarbanes-Oxley, and small-cap firm performance," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 5, pages 651-666, December.
  2. Bala G Arshanapalli & Lorne N Switzer & Karim Panju, 2007, "Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes," Journal of Asset Management, Palgrave Macmillan, volume 8, issue 1, pages 9-23, May, DOI: 10.1057/palgrave.jam.2250056.
  3. Lorne N. Switzer & Mario El‐Khoury, 2007, "Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 1, pages 61-84, January.

2006

  1. Lorne N. Switzer & Catherine Kelly, 2006, "Corporate governance mechanisms and the performance of small-cap firms in Canada," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 2, issue 3/4, pages 294-328.
  2. Bala Arshanapalli & Edmond d'Ouville & Frank Fabozzi & Lorne Switzer, 2006, "Macroeconomic news effects on conditional volatilities in the bond and stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 5, pages 377-384, DOI: 10.1080/09603100500511068.

2004

  1. Perrakis, Stylianos & Lefoll, Jean, 2004, "The American put under transactions costs," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 5, pages 915-935, February.

2002

  1. 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, volume 26, issue 7-8, pages 1323-1352, July.

2000

  1. Perrakis, Stylianos & Lefoll, Jean, 2000, "Option pricing and replication with transaction costs and dividends," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1527-1561, October.
  2. Lorne N. Switzer & Paula L. Varson & Samia Zghidi, 2000, "Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 8, pages 705-716, September.

1999

  1. Constantatos, Christos & Perrakis, Stylianos, 1999, "Free entry may reduce total willingness-to-pay1," Economics Letters, Elsevier, volume 62, issue 1, pages 105-112, January.
  2. Tae Park & Lorne Switzer & Robert Bedrossian, 1999, "The interactions between trading volume and volatility: evidence from the equity options markets," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 6, pages 627-637, DOI: 10.1080/096031099332078.

1998

  1. Constantatos, Christos & Perrakis, Stylianos, 1998, "Minimum Quality Standards, Entry, and the Timing of the Quality Decision," Journal of Regulatory Economics, Springer, volume 13, issue 1, pages 47-58, January.
  2. Stylianos Perrakis & Nabil Khoury, 1998, "Asymmetric information in commodity futures markets: Theory and empirical evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 7, pages 803-825, October.

1997

  1. Perrakis, Stylianos & Lefoll, Jean, 1997, "Derivative Asset Pricing with Transaction Costs: An Extension," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 4, pages 359-376, November.
  2. Constantatos, Christos & Perrakis, Stylianos, 1997, "Vertical differentiation: Entry and market coverage with multiproduct firms," International Journal of Industrial Organization, Elsevier, volume 16, issue 1, pages 81-103, November.

1996

  1. Tae H. Park & Lorne N. Switzer, 1996, "An Economic Analysis of Real Estate Swaps," Canadian Journal of Economics, Canadian Economics Association, volume 29, issue s1, pages 527-533, April.
  2. Tae H. Park & Lorne N. Switzer, 1996, "Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 3, pages 331-352, May.

1995

  1. Christos Constantatos & Stylianos Perrakis, 1995, "Différenciation verticale et structure du marché," L'Actualité Economique, Société Canadienne de Science Economique, volume 71, issue 1, pages 71-98.
  2. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995, "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, volume 4, issue 3, pages 227-244.
  3. Park, Tae H & Switzer, Lorne N, 1995, "Risk Management of Real Estate: The Case of Real Estate Swaps," The Journal of Real Estate Finance and Economics, Springer, volume 11, issue 3, pages 219-233, November.
  4. Tae H. Park & Lorne N. Switzer, 1995, "Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 15, issue 1, pages 61-67, February.
  5. Tae H. Park & Lorne N. Switzer, 1995, "Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 15, issue 2, pages 187-200, April.

1994

  1. Switzer, LN & Ladany, SP, 1994, "Currency-free evaluation of investment results and the R index: an addendum," Omega, Elsevier, volume 22, issue 5, pages 535-536, September.

1992

  1. Doukas, John & Switzer, Lorne, 1992, "The stock market's valuation of R&D spending and market concentration," Journal of Economics and Business, Elsevier, volume 44, issue 2, pages 95-114, May.

1991

  1. Stylianos Perrakis, 1991, "Assessing Competition in Canada's Financial System: A Note," Canadian Journal of Economics, Canadian Economics Association, volume 24, issue 3, pages 727-732, August.

1989

  1. Stylianos Perrakis, 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, volume 65, issue 4, pages 518-546.

1988

  1. Robert F. Owen & Stylianos Perrakis, 1988, "An International Duopoly Model Under Exchange Rate Uncertainty," Revue Économique, Programme National Persée, volume 39, issue 5, pages 1035-1060.

1986

  1. Perrakis, Stylianos, 1986, "Option Bounds in Discrete Time: Extensions and the Pricing of the American Put," The Journal of Business, University of Chicago Press, volume 59, issue 1, pages 119-141, January, DOI: 10.1086/296319.
  2. Perrakis, Stylianos & Warskett, George, 1986, "Uncertainty, Economies of Scale, and Barrier to Entry," Oxford Economic Papers, Oxford University Press, volume 38, issue 0, pages 58-74, Suppl. No.

1985

  1. Edwin Mansfield & Lorne Switzer, 1985, "How Effective Are Canada's Direct Tax Incentives for R and D?," Canadian Public Policy, University of Toronto Press, volume 11, issue 2, pages 241-246, June.
  2. Mansfield, Edwin & Switzer, Lorne, 1985, "The effects of R&D tax credits and allowances in Canada," Research Policy, Elsevier, volume 14, issue 2, pages 97-107, April.

1984

  1. Perrakis, Stylianos & Ryan, Peter J, 1984, "Option Pricing Bounds in Discrete Time," Journal of Finance, American Finance Association, volume 39, issue 2, pages 519-525, June.
  2. Edwin Mansfield & Lorne Switzer, 1984, "Effects of Federal Support on Company-Financed R and D: The Case of Energy," Management Science, INFORMS, volume 30, issue 5, pages 562-571, May, DOI: 10.1287/mnsc.30.5.562.
  3. Switzer, Lorne, 1984, "The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach," The Review of Economics and Statistics, MIT Press, volume 66, issue 1, pages 163-168, February.

1983

  1. Stylianos Perrakis & George Warskett, 1983, "Capacity and Entry Under Demand Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, volume 50, issue 3, pages 495-511.
  2. Claude Henin & Stylianos Perrakis, 1983, "Optimal replacement policies with two or more loaded sliding standbys," Naval Research Logistics Quarterly, John Wiley & Sons, volume 30, issue 4, pages 583-599, December, DOI: 10.1002/nav.3800300404.
  3. Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne, 1983, "R&D price indexes and real R&D expenditures in the United States," Research Policy, Elsevier, volume 12, issue 2, pages 105-112, April.

1980

  1. Perrakis, Stylianos, 1980, "Factor-Price Uncertainty with Variable Proportions: Note," American Economic Review, American Economic Association, volume 70, issue 5, pages 1083-1088, December.

1979

  1. Stylianos Perrakis, 1979, "On the Technological Implications of the Spanning Theorem," Canadian Journal of Economics, Canadian Economics Association, volume 12, issue 3, pages 501-511, August.

1978

  1. Perrakis, Stylianos & Zerbinis, John, 1978, "Identifying the SSD Portion of the EV Frontier: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 13, issue 1, pages 167-171, March.

1977

  1. Perrakis, Stylianos, 1977, "Abstract: Stochastic Dominance in the Laplace Transformation Domain," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 12, issue 4, pages 639-639, November.

1976

  1. Perrakis, Stylianos, 1976, "On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve," American Economic Review, American Economic Association, volume 66, issue 3, pages 410-416, June.
  2. 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, volume 17, issue 1, pages 149-162, February.
  3. Perrakis, Stylianos, 1976, "A Note on Optimal Equity Financing of the Corporation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 11, issue 1, pages 157-164, March.
  4. Stylianos Perrakis & Izzet Sahin, 1976, "On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon," Management Science, INFORMS, volume 22, issue 7, pages 799-809, March, DOI: 10.1287/mnsc.22.7.799.

1975

  1. Perrakis, Stylianos, 1975, "Certainty Equivalents and Timing Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 10, issue 1, pages 109-118, March.

1974

  1. Stylianos Perrakis & Claude Henin, 1974, "The Evaluation of Risky Investments with Random Timing of Cash Returns," Management Science, INFORMS, volume 21, issue 1, pages 79-86, September, DOI: 10.1287/mnsc.21.1.79.

1972

  1. 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, volume 13, issue 2, pages 399-407, June.

Undated

  1. Lorne N. Switzer & Jun Wang, 0, "An event based approach for quantifying the effects of securities fraud in the IT industry," Information Systems Frontiers, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10796-017-9753-3.

Books

2019

  1. Stylianos Perrakis, 2019, "Stochastic Dominance Option Pricing," Springer Books, Springer, number 978-3-030-11590-6, ISBN: ARRAY(0x6eb53fe0), DOI: 10.1007/978-3-030-11590-6.

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