Optimal portfolio allocation with higher moments J Cvitanić, V Polimenis, F Zapatero Annals of Finance 4, 1-28, 2008 | 136 | 2008 |
Affine models for credit risk analysis C Gourieroux, A Monfort, V Polimenis Journal of Financial Econometrics 4 (3), 494-530, 2006 | 71 | 2006 |
Affine term structure models C Gouriéroux, A Monfort, V Polimenis Center for Research in Economics and Statistics Working Papers, 2002 | 56 | 2002 |
The Design of a File System that Supports Multimedia V Polimenis International Computer Science Institute - UC Berkeley, 1991 | 35 | 1991 |
Topological Sweeping in Three Dimensions E Anagnostou, L Guibas, V Polimenis Lecture Notes in Computer Science 450, 310-317, 1990 | 27 | 1990 |
Skewness correction for asset pricing V Polimenis Available at SSRN 897624, 2006 | 19 | 2006 |
The modified dividend–price ratio V Polimenis, IM Neokosmidis International Review of Financial Analysis 45, 31-38, 2016 | 16 | 2016 |
Essays in Discrete Time Asset Pricing V Polimenis University of Pennsylvania, 2001 | 16 | 2001 |
A realistic model of market liquidity and depth V Polimenis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 13 | 2005 |
A new nonlinear discretized learning automaton with rapid convergence and high accuracy AV Vasilakos, VG Polimenis, VE Agverinos IEEE International Conference on Systems, Man and Cybernetics, 292-297, 1989 | 11 | 1989 |
Valuation issues with early equity finance V Polimenis Neapolis University Paphos, 2018 | 10 | 2018 |
The distributional CAPM: Connecting risk premia to return distributions V Polimenis UC Riverside Anderson School Working Paper, 2002 | 9 | 2002 |
The global financial crisis and its transmission to Asia Pacific V Polimenis, I Neokosmidis Journal of Management Analytics 1 (4), 266-284, 2014 | 7 | 2014 |
Information arrival as price jumps V Polimenis Optimization 61 (10), 1179-1190, 2012 | 6 | 2012 |
The critical stock price for the American put option YP Chung, H Johnson, V Polimenis Finance Research Letters 8 (1), 8-14, 2011 | 6 | 2011 |
Non-stationary dividend-price ratios V Polimenis, I Neokosmidis Journal of Asset Management 20, 552-567, 2019 | 4 | 2019 |
Sensitivity analysis of market and stock returns by considering positive and negative jumps O Theodosiadou, V Polimenis, G Tsaklidis The Journal of Risk Finance 17 (4), 456-472, 2016 | 4 | 2016 |
Jointly estimating jump betas V Polimenis, I Papantonis The Journal of Risk Finance 15 (2), 131-148, 2014 | 3 | 2014 |
Slow and fast markets V Polimenis Journal of Economics and Business 57 (6), 576-593, 2005 | 3 | 2005 |
The informational loadings of a stock V Polimenis J Stock Forex Trad 3 (114), 2, 2014 | 2 | 2014 |