Details about Panagiotis Samartzis

Access statistics for papers by Panagiotis Samartzis.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: psa2081

Working Papers

2025

1. Alternative Ways of Information Processing as a Source of Sustainable and Rational Peer Disagreement
   DEOS Working Papers, Athens University of Economics and Business
2. Rationality in Economics: Epistemic Assumptions and Pragmatic Justifications
   DEOS Working Papers, Athens University of Economics and Business
3. The Compatibility of Economic Rationality and General Rationality: Integrating Constraints on Beliefs and Preferences
   DEOS Working Papers, Athens University of Economics and Business
4. Uncertain Evidence and the Order of Updates: Lessons for Econometrics from Philosophical Analysis
   DEOS Working Papers, Athens University of Economics and Business

2024

5. Comparative Ignorance as an Explanation of Ambiguity Aversion and Ellsberg Choices: A Survey with a New Proposal for Bayesian Training
   DEOS Working Papers, Athens University of Economics and Business

2023

6. Conceptions of Rationality and their Justifications
   DEOS Working Papers, Athens University of Economics and Business
7. Counterfactual Priors: A Bayesian Response to Ellsberg's Paradox
   MPRA Paper, University Library of Munich, Germany
   Also in DEOS Working Papers, Athens University of Economics and Business (2023)
8. On the (In)Plausibility of Dutch Book Arguments for the Rationality of Beliefs
   DEOS Working Papers, Athens University of Economics and Business

2022

9. Mitigating Ambiguity Aversion via Counterfactual Priors: A Resolution of Ellsberg's Paradox
   DEOS Working Papers, Athens University of Economics and Business
   Also in MPRA Paper, University Library of Munich, Germany (2022)

2019

10. Freshwater: The importance of freshwater for providing ecosystem services
    DEOS Working Papers, Athens University of Economics and Business View citations (2)

2017

11. Alternative Types of Ambiguity and their Effects on Climate Change Regulation
    MPRA Paper, University Library of Munich, Germany
    Also in DEOS Working Papers, Athens University of Economics and Business (2017)
12. Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables
    DEOS Working Papers, Athens University of Economics and Business View citations (1)
13. Ambiguity Aversion, Modern Bayesianism and Small Worlds
    DEOS Working Papers, Athens University of Economics and Business

2016

14. Factor models of stock returns: GARCH errors versus time-varying betas
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
    Also in DEOS Working Papers, Athens University of Economics and Business (2014)
    See also Journal Article Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (2) (2016)

2015

15. Factor Models as "Explanatory UniÖers" versus "Explanatory Ideals" of Empirical Regularities of Stock Returns
    MPRA Paper, University Library of Munich, Germany
    Also in DEOS Working Papers, Athens University of Economics and Business (2015)

2013

16. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
    DEOS Working Papers, Athens University of Economics and Business

Journal Articles

2024

1. Unbounded heteroscedasticity in autoregressive models
   The Journal of Economic Asymmetries, 2024, 29, (C)

2023

2. Economic policy uncertainty and the Greek economic crisis
   Journal of Economic Studies, 2023, 51, (6), 1199-1215

2016

3. Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas
   Journal of Forecasting, 2016, 35, (5), 445-461 View citations (2)
   See also Working Paper Factor models of stock returns: GARCH errors versus time-varying betas, LSE Research Online Documents on Economics (2016) View citations (1) (2016)