Kostakis Alexandros

Alexandros Kostakis

Information about the author Alexandros Kostakis will soon be added to the site.
Found 2 papers in total
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
2017
This study documents a positive relationship between the option‐implied...
Market Timing with Option‐Implied Distributions: A Forward‐Looking Approach
2011
We address the empirical implementation of the static asset allocation problem by...
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