Details about Theofanis Darsinos

Access statistics for papers by Theofanis Darsinos.

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Short-id: pda36

Working Papers

2003

1. Bayesian Estimation of Risk-Premia in an APT Context
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

2002

2. On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
3. The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)

2001

4. Bayesian Analysis of the Black-Scholes Option Price
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)
5. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)

Journal Articles

2004

1. Measuring style tilting and decomposing style risk
   Journal of Asset Management, 2004, 5, (1), 64-71