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Christos Kountzakis
Christos Kountzakis
University of the Aegean -Department of Statistics and Actuarial -Financial Mathematics
Verified email at aegean.gr
Title
Cited by
Cited by
Year
Risk measures in ordered normed linear spaces with non-empty cone-interior
DG Konstantinides, CE Kountzakis
Insurance: Mathematics and Economics 48 (1), 111-122, 2011
292011
The completion of security markets
C Kountzakis, IA Polyrakis
Decisions in Economics and Finance 29 (1), 1-21, 2006
232006
Geometry of cones and an application in the theory of Pareto efficient points
C Kountzakis, IA Polyrakis
Journal of mathematical analysis and applications 320 (1), 340-351, 2006
142006
Risk measures on ordered non-reflexive Banach spaces
CE Kountzakis
Journal of Mathematical Analysis and Applications 373 (2), 548-562, 2011
112011
Generalized coherent risk measures
CE Kountzakis
Applied Mathematical Sciences 3 (49), 2437-2451, 2009
112009
Coherent risk measures in general economic models and price bubbles
C Kountzakis, IA Polyrakis
Journal of Mathematical Economics 49 (3), 201-209, 2013
82013
On efficient portfolio selection using convex risk measures
CE Kountzakis
Mathematics and Financial Economics 4, 223-252, 2011
72011
Acceptability indices of performance for bounded Cądląg processes
CE Kountzakis, D Rossello
Stochastics 92 (7), 1043-1063, 2020
52020
Coherent risk measures under dominated variation
DG Konstantinides, CE Kountzakis
Modern Problems in Insurance Mathematics, 113-138, 2014
52014
On the Order Form of the Fundamental Theorems of Asset Pricing
CE Kountzakis
Journal of Mathematical Finance 4 (4), 221-233, 2014
32014
Nonreplication of options
C Kountzakis, IA Polyrakis, F Xanthos
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
32012
Risk appetite and jumps in realized correlation
R Demirer, K Gkillas, C Kountzakis, A Mavragani
Mathematics 8 (12), 2255, 2020
22020
Towards an improved credit scoring system with alternative data: the greek case
P Giannouli, CE Kountzakis
Data Analysis and Applications 4: Financial Data Analysis and Methods 6, 51-60, 2020
22020
Equilibrium in options' incomplete markets
C Kountzakis
International Journal of Financial Markets and Derivatives 7 (4), 414-423, 2020
22020
Towards an improved credit scoring system: the Greek case
P Giannouli, CE Kountzakis
International Journal of Financial Engineering and Risk Management 3 (1), 19-31, 2019
22019
The restricted convex risk measures in actuarial solvency
DG Konstantinides, CE Kountzakis
Decisions in Economics and Finance 37, 287-318, 2014
22014
Pareto efficiency without topology
C Kountzakis, D Rossello
Optimization Letters 17 (7), 1633-1641, 2023
12023
Non-Parametric Regression and Riesz Estimators
C Kountzakis, V Tsachouridou-Papadatou
Axioms 12 (4), 375, 2023
12023
Sensitivity of Risk Measures defined on L1-spaces
CE Kountzakis
Applied Mathematical Sciences 13 (9), 449-453, 2019
12019
Financial leverage for multi-period levered investments
S Farinelli, CE Kountzakis, L Tibiletti, M Uberti
Applied Mathematical Sciences 11 (29), 1397-1404, 2017
12017
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