Search Results - "Tompaidis, Stathis"

Tax revenue from realized capital gains.

Authors: Ehling, Paul Tompaidis, Stathis Yang, Chunyu

Source: Review of Finance. May2026, Vol. 30 Issue 3, p863-886. 24p.

Choosing Scenarios to Estimate Resilience and Stress Test Financial Institutions.

Authors: Arora, Rohit Gao, Rui Tompaidis, Stathis

Source: Management Science (INFORMS). Apr2026, p1. 16p.

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.

Authors: Kaniel, Ron Tompaidis, Stathis Zhou, Ti

Source: Management Science (INFORMS). Jul2019, Vol. 65 Issue 7, p3174-3195. 22p.

Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

Authors: Kaniel, Ron Tompaidis, Stathis Zemlianov, Alexander

Source: Operations Research. Jul/Aug2008, Vol. 56 Issue 4, p811-826. 16p. 5 Charts, 2 Graphs.

REAL OPTIONS IN LEASING: THE EFFECT OF IDLE TIME.

Authors: Kenyon, Chris Tompaidis, Stathis

Source: Operations Research. Sep/Oct2001, Vol. 49 Issue 5, p675-689. 15p. 18 Graphs.

Robust Financial Networks.

Authors: Hu, Feihong Mitchell, Daniel Tompaidis, Stathis

Source: Operations Research. Sep/Oct2024, Vol. 72 Issue 5, p1827-1842. 16p.

Energy futures prices: term structure models with Kalman filter estimation.

Authors: Manoliu, Mihaela Tompaidis, Stathis

Source: Applied Mathematical Finance. Mar2002, Vol. 9 Issue 1, p21-43. 23p.

On the singularity structure of invariant curves of symplectic mappings.

Authors: de la Llave, Rafael Tompaidis, Stathis

Source: Chaos. Mar1995, Vol. 5 Issue 1, p227. 11p. 1 Chart, 9 Graphs.

Determinants of Credit Spreads in Commercial Mortgages.

Authors: Titman, Sheridan Tompaidis, Stathis Tsyplakov, Sergey

Source: Real Estate Economics. Winter2005, Vol. 33 Issue 4, p711-738. 28p. 7 Charts.

Market Imperfections, Investment Flexibility, and Default Spreads.

Authors: TITMAN, SHERIDAN TOMPAIDIS, STATHIS TSYPLAKOV, SERGEY

Source: Journal of Finance (Wiley-Blackwell). Feb2004, Vol. 59 Issue 1, p165-205. 41p. 13 Charts.

Authors: Ehling, Paul Gallmeyer, Michael Srivastava, Sanjay et al.

Source: Management Science (INFORMS). Sep2018, Vol. 64 Issue 9, p4156-4176. 21p. 1 Diagram, 10 Graphs.

Subject Terms: *Taxation, *Capital gains tax, *Capital appreciation, *Capital losses, *Business losses, *Government policy

Geographic Terms: United States

Modeling Dependent Outages of Electric Power Plants.

Authors: Malladi, Vishwakant Mendoza-Arriaga, Rafael Tompaidis, Stathis

Source: Operations Research. Jan/Feb2020, Vol. 68 Issue 1, p1-15. 15p. 5 Charts, 1 Graph.

Small transaction cost asymptotics and dynamic hedging

Authors: Albanese, Claudio Tompaidis, Stathis

Source: European Journal of Operational Research. Mar2008, Vol. 185 Issue 3, p1404-1414. 11p.

Subjects: Operations research, Philosophy of science, Systems theory, Industrial engineering

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices

Authors: Albanese, Claudio Lo, Harry Tompaidis, Stathis

Source: European Journal of Operational Research; 10/16/2012, Vol. 222 Issue 2, p361-368, 8p

Authors: Jaillet, Patrick Ronn, Ehud I. Tompaidis, Stathis

Source: Management Science (INFORMS). Jul2004, Vol. 50 Issue 7, p909-921. 13p. 5 Diagrams, 2 Charts, 2 Graphs.

Subject Terms: *Valuation, *Energy industries, *Prices, *Dynamic programming, *Stochastic processes, *Markets, *Economics, Energy industries & the economy

Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios.

Authors: Roche, Hervé Tompaidis, Stathis Yang, Chunyu

Source: Journal of Financial Economics. Sep2013, Vol. 109 Issue 3, p775-796. 22p.

Hedging Commodity Price Risk.

Authors: Ghoddusi, Hamed Titman, Sheridan Tompaidis, Stathis

Source: Journal of Financial & Quantitative Analysis. May2023, Vol. 58 Issue 3, p1202-1229. 28p.

Volume-weighted average price tracking: A theoretical and empirical study.

Authors: Mitchell, Daniel Białkowski, Jȩdrzej Tompaidis, Stathis

Source: IISE Transactions. Aug2020, Vol. 52 Issue 8, p864-889. 26p. 2 Diagrams, 2 Charts, 5 Graphs.

Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption.

Authors: Baldick, Ross Kolos, Sergey Tompaidis, Stathis

Source: Operations Research. Jul/Aug2006, Vol. 54 Issue 4, p627-642. 16p. 4 Charts, 8 Graphs.

Collateral competition: Evidence from central counterparties.

Authors: Grothe, Magdalena Pancost, N. Aaron Tompaidis, Stathis

Source: Journal of Financial Economics. Sep2023, Vol. 149 Issue 3, p536-556. 21p.