Items where Author is "Andriosopoulos, K."
Article
Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Andriosopoulos, K. (2017). Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps. Transportation Research Part E: Logistics and Transportation Review, 108, pp. 80-96. doi: 10.1016/j.tre.2017.09.002
Andriosopoulos, K., Chan, Ka Kei, Dontis-Charitos, P. & Staikouras, S. (2016). Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability, 33, pp. 366-379. doi: 10.1016/j.jfs.2016.09.006
Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. & Pouliasis, P. K. (2013). Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 16-34. doi: 10.1016/j.tre.2012.11.006
Nomikos, N. ORCID: 0000-0003-1621-2991 & Andriosopoulos, K. (2012). Modelling energy spot prices: Empirical evidence from NYMEX. Energy Economics, 34(4), pp. 1153-1169. doi: 10.1016/j.eneco.2011.10.001
Thesis
Andriosopoulos, K. (2011). Modelling spot prices, risk management, and investment strategies for the energy markets. (Unpublished Doctoral thesis, City University London)