Stathis Tompaidis - Publications, H-index & Citations

Stathis Tompaidis

university of texas system

16H指数

60论文数

1.2K被引数

收录论文 8

发表时间

Choosing Scenarios to Estimate Resilience and Stress Test Financial Institutions 选择场景以评估金融机构的韧性并进行压力测试

Management Science

IF4.9

2026-01-01

PREAI

Arora, Rohit; Gao, Rui; Tompaidis, Stathis

Collateral competition: Evidence from central counterparties

JOURNAL OF FINANCIAL ECONOMICS

IF12

2023-09-01

PREAI

Grothe, Magdalena; Pancost, N. Aaron; Tompaidis, Stathis

Hedging Commodity Price Risk

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2022-12-12

PREAI

Ghoddusi, Hamed; Titman, Sheridan; Tompaidis, Stathis

Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios

JOURNAL OF FINANCIAL ECONOMICS

IF12

2013-09-01

OAAI

Roche, Herve; Tompaidis, Stathis; Yang, Chunyu

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2012-10-01

PREAI

Albanese, Claudio; Lo, Harry; Tompaidis, Stathis

Small transaction cost asymptotics and dynamic hedging

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2008-03-01

PREAI

Albanese, Claudio; Tompaidis, Stathis

Tax management strategies with multiple risky assets

JOURNAL OF FINANCIAL ECONOMICS

IF12

2006-05-01

PREAI

Gallmeyer, Michael F.; Kaniel, Ron; Tompaidis, Stathis

Market imperfections, investment flexibility, and default spreads

JOURNAL OF FINANCE

IF9.5

2005-11-27

PREAI

Titman, S; Tompaidis, S; Tsyplakov, S

研究方向