research | Working Papers
  1. Andreou, P.C., Charalambous, C., Martzoukos, S.H., 2010. Assessing the Performance of Symmetric and Asymmetric Implied Volatility Functions.

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  2. Andreou, P.C., Louca, C., 2010. Corporate Diversification Profiles and Firm Value.

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  3. Andreou, P.C., 2009. A volatility smirk that defaults: The case of the S&P 500 index options.

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  4. Andreou, P.C., Charalambous, C., Martzoukos., S.H., 2008. Options pricing via statistical learning techniques: The support vector machines approach.

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Other Work in Progress
  1. On Managerial Overconfidence and Corporate Restructuring.

 

  1. The information content of option related variables in the estimation of volatility for options pricing and hedging.
 
Permanent Working Papers (work done during MSc/PhD studies)
  1. Andreou, P.C., Pierides, Y., 2004. Affirming the market efficiency of the Athens Derivatives Exchange via traditional Static Arbitrage Tests.


    abstract   pdf
 
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