Research Output per year
Research Output per year
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 keywords
- Asset pricing
- Derivative securities and markets
- Equity Markets (Stock Market)
- Financial engineering
- Information economics
- Investments and portfolio choice
- Microeconomics
- Risk management
Fingerprint
Dive into the research topics where Costis Skiadas is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Scale or Translation Invariant Additive Preferences
Skiadas, C. N., Mar 2016, 11 p.Research output: Working paper
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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 journal › Article › peer-review
3 Scopus citations -
Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
Skiadas, C., Sep 1 2013, In: Mathematics and Financial Economics. 7, 4, p. 431-456 26 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
Skiadas, C., Jan 2013, In: Theoretical Economics. 8, 1, p. 59-93 35 p.Research output: Contribution to journal › Article › peer-review
Open Access13 Scopus citations -
Smooth ambiguity aversion toward small risks and continuous-time recursive utility
Skiadas, C., Aug 2013, In: Journal of Political Economy. 121, 4, p. 775-792 18 p.Research output: Contribution to journal › Article › peer-review
30 Scopus citations