| Cryptocurrencies: Dust in the wind? M Luo, VE Kontosakos, AA Pantelous, J Zhou Physica A: Statistical Mechanics and its Applications 525, 1063-1079, 2019 | 12 | 2019 |
| Pricing discretely-monitored double barrier options with small probabilities of execution VE Kontosakos, K Mendonca, AA Pantelous, KM Zuev European Journal of Operational Research 290 (1), 313-330, 2021 | 5 | 2021 |
| Long-term dynamic asset allocation under asymmetric risk preferences VE Kontosakos, S Hwang, V Kallinterakis, AA Pantelous European Journal of Operational Research 312 (2), 765-782, 2024 | 2 | 2024 |
| Disappointment Aversion and Long-Term Dynamic Asset Allocation VE Kontosakos, S Hwang, V Kallinterakis, AA Pantelous Available at SSRN, 2019 | 2 | 2019 |
| Dynamic Asset Allocation under Disappointment Aversion Preferences VE Kontosakos, S Hwang, V Kallinterakis, AA Pantelous Working paper, 2018 | 1 | 2018 |
| Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation K Mendonca, VE Kontosakos, AA Pantelous, KM Zuev arXiv preprint arXiv:1803.03364, 2018 | 1 | 2018 |
| Pricing and Risk Management of Financial and Credit Derivatives For Rare Event Modelling E Clark, V Kontosakos, S Mitra, AA Pantelous, SK Stavroglou Available at SSRN 4118436, 2024 | | 2024 |
| Fast Quadratic Programming for Mean-Variance Portfolio Optimization V Kontosakos SN Operations Research Forum, 2020 | | 2020 |
| SIER Resaearch Paper Series A Geromichalos, K Jung, S Lee, D Carlos, D Yang, J Choi, K Kang, D Park, ... | | |
| Dynamic and Simulation-Based Optimization for Portfolio Choice and Derivatives Pricing V KONTOSAKOS Monash University, 0 | | |
Athanasios A PantelousDepartment of Econometrics & Business Statistics, Monash University, AustraliaEmail verificata su monash.edu
