Costis Skiadas

  • 662 Citations
19922016

Research output per year

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Personal profile

Research Interests

Professor Skiadas has made contributions on foundational issues of choice under uncertainty, asset-pricing theory, dynamic portfolio theory, and trade under asymmetric information.

Education/Academic qualification

Operations Research, PhD, Stanford University

… → 1992

Operations Research, MS, Stanford University

… → 1990

Electrical Engineering, MS, Stanford University

… → 1987

Electrical Engineering, BSc, Imperial College London

… → 1986

Research interests

  • Asset pricing
  • Derivative securities and markets
  • Equity Markets (Stock Market)
  • Financial engineering
  • Information economics
  • Investments and portfolio choice
  • Microeconomics
  • Risk management

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Research Output

  • 662 Citations
  • 21 Article
  • 1 Book
  • 1 Review article
  • 1 Working paper

Scale or Translation Invariant Additive Preferences

Skiadas, C. N., Mar 2016, 11 p.

Research output: Working paper

  • Dynamic choice with constant source-dependent relative risk aversion

    Skiadas, C., Nov 1 2015, In : Economic Theory. 60, 3, p. 393-422 30 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations
  • 2 Scopus citations

    Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion

    Skiadas, C., Jan 1 2013, In : Theoretical Economics. 8, 1, p. 59-93 35 p.

    Research output: Contribution to journalArticle

  • 7 Scopus citations

    Smooth ambiguity aversion toward small risks and continuous-time recursive utility

    Skiadas, C., Aug 1 2013, In : Journal of Political Economy. 121, 4, p. 775-792 18 p.

    Research output: Contribution to journalArticle

  • 14 Scopus citations