Christos Kountzakis

About Christos Kountzakis

Christos Kountzakis, With an exceptional h-index of 6 and a recent h-index of 3 (since 2020), a distinguished researcher at University of the Aegean, specializes in the field of Mathematical Finance, Mathematical Economics, Functional Analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

Risk Measures’ Duality on Ordered Linear Spaces

Pareto efficiency without topology

Expectile Order and Asset Allocation

Non-Parametric Regression and Riesz Estimators

Monetary Utility Functions and Risk Functionals

Generalized Johnson Distributions and Risk Functionals

Monetary risk measures for stochastic processes via Orlicz duality

Tail Properties of Distributions and Applications

Christos Kountzakis Information

University

Position

-Department of Statistics and Actuarial -Financial Mathematics

Citations(all)

130

Citations(since 2020)

35

Cited By

116

hIndex(all)

6

hIndex(since 2020)

3

i10Index(all)

4

i10Index(since 2020)

0

Email

University Profile Page

Google Scholar

Christos Kountzakis Skills & Research Interests

Mathematical Finance

Mathematical Economics

Functional Analysis

Top articles of Christos Kountzakis

Risk Measures’ Duality on Ordered Linear Spaces

Mathematics

2024/4/12

Pareto efficiency without topology

Optimization Letters

2023/9

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Expectile Order and Asset Allocation

2023/7/13

Non-Parametric Regression and Riesz Estimators

Axioms

2023/4/14

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Monetary Utility Functions and Risk Functionals

2023/4/5

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Generalized Johnson Distributions and Risk Functionals

Mathematics

2022/9/5

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Monetary risk measures for stochastic processes via Orlicz duality

Decisions in Economics and Finance

2022/6

Tail Properties of Distributions and Applications

Available at SSRN 3805916

2021/3/16

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Fitting Negatively Valued Functions in Econometric Modeling. A Simple Solution

A Simple Solution (January 24, 2021)

2021/1/24

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Equilibrium in incomplete markets revisited

Afrika Matematika

2021/11

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Multilevel Dimension Reduction for Credit Scoring Modelling and Prediction: Empirical Evidence for Greece

Communications in Statistics: Case Studies, Data Analysis and Applications

2021/10/2

Stochastic Differential Equations in-Spaces

2021/7/11

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Digital Marketing and Geopolitical Uncertainty in Banking Portfolio Management: Evidence for China Commercial Banks

2021/6/11

An Application of the Arrhenius Equation in Portfolio Modeling

Available at SSRN 3806118

2021/3/16

Christos Kountzakis
Christos Kountzakis

H-Index: 4

Risk appetite and jumps in realized correlation

Mathematics

2020/12/21

Acceptability indices of performance for bounded Càdlàg processes

Stochastics

2020/10/2

Towards an improved credit scoring system with alternative data: the greek case

Data Analysis and Applications 4: Financial Data Analysis and Methods

2020/4/15

Equilibrium in options' incomplete markets

International Journal of Financial Markets and Derivatives

2020

Christos Kountzakis
Christos Kountzakis

H-Index: 4

The cost rate for Adjustable-Rate Mortgage with embedded options

Applied Mathematical Sciences

2020

See List of Professors in Christos Kountzakis University(University of the Aegean)

Co-Authors

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