Ioannis Kyriakou
City University
H-index: 19
Asia-Lebanon
Top articles of Ioannis Kyriakou
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A Combination Approach to Forecasting Precious Metals Correlations | Available at SSRN 4755596 | Malvina Marchese Ioannis Kyriakou Ioannis Moutzouris Michael Tamvakis Sjur Westgaard | 2024/3/11 |
Average-type real options: An empirical multi-factor demand model | Available at SSRN 4735251 | Anna Gambaro Ioannis Kyriakou Gianluca Fusai | 2024/2/22 |
Bi-level optimisation of subsidy and capacity investment under competition and uncertainty | European Journal of Operational Research | Zixuan Zhang Michail Chronopoulos Ioannis Kyriakou Dimitrina S Dimitrova | 2024/3/19 |
Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis | International Journal of Finance & Economics | Mingzhe Wei Ioannis Kyriakou Georgios Sermpinis Charalampos Stasinakis | 2023/7/25 |
Calendar Spread Options on Energy Commodities | Available at SSRN | Carme Frau Gianluca Fusai Ioannis Kyriakou | 2023/7/5 |
Risk assessment and optimal scheduling of serial projects | OR Spectrum | Zixuan Zhang Michail Chronopoulos Dimitrina S Dimitrova Ioannis Kyriakou | 2023/12/30 |
Mutual Funds’ Conditional Performance Free of Data Snooping Bias | Journal of Financial and Quantitative Analysis | Po-Hsuan Hsu Ioannis Kyriakou Tren Ma Georgios Sermpinis | 2023/12/22 |
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging | European Journal of Operational Research | Russell Gerrard Ioannis Kyriakou Jens Perch Nielsen Peter Vodička | 2023/6/1 |
Unified moment-based modeling of integrated stochastic processes | Operations Research | Ioannis Kyriakou Riccardo Brignone Gianluca Fusai | 2023/1/20 |
Structural Changes in Asset Correlations And Macroeconomic Fundamentals | Commodity Insights Digest | M Marchese I Kyriakou F Di Iorio M Tamvakis | 2023/11/28 |
Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach | Scientific African | Brian Wesley Muganda Ioannis Kyriakou Bernard Shibwabo Kasamani | 2023/9/1 |
Robust classification via support vector machines | Risks | Alexandru V Asimit Ioannis Kyriakou Simone Santoni Salvatore Scognamiglio Rui Zhu | 2022/8/1 |
On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Operations Research | Milan Kumar Das Henghsiu Tsai Ioannis Kyriakou Gianluca Fusai | 2022/7 |
Spread Options on Commodity Prices | Available at SSRN 4145510 | Carme Frau Gianluca Fusai Ioannis Kyriakou | 2022/6/24 |
Efficient evaluation of alternative reinsurance strategies using control variates | European Actuarial Journal | Ioannis Kyriakou Andreas Tsanakas | 2022/6 |
Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future | International Journal of Finance and Economics | Keith Pilbeam Joscha Beckmann Ioannis Kyriakou Jia Liu | 2022/12/22 |
Short-term exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons | Mathematics | Ioannis Kyriakou Parastoo Mousavi Jens Perch Nielsen Michael Scholz | 2021/3/15 |
Forecasting benchmarks of long-term stock returns via machine learning | Annals of Operations Research | Ioannis Kyriakou Parastoo Mousavi Jens Perch Nielsen Michael Scholz | 2021/2 |
Component Replacement Under Uncertainty-A Switching Option Perspective | Available at SSRN 3771642 | Gianluca Fusai Ioannis Kyriakou Matteo Castiglioni | 2021 |
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models | Insurance: Mathematics and Economics | Riccardo Brignone Ioannis Kyriakou Gianluca Fusai | 2021/1/1 |
Co-Authors
