Details about Costas Xiouros
Access statistics for papers by Costas Xiouros.
Last updated 2016-05-21. Update your information in the RePEc Author Service.
Short-id: pxi127
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Journal Articles
Working Papers
2006
- Asset price volatilities and trading volumes in heterogeneous agent economies
Computing in Economics and Finance 2006, Society for Computational Economics
Journal Articles
2010
- The Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion
The Review of Financial Studies, 2010, 23, (8), 3017-3047
View citations (29)
2007
- Credit risk optimization using factor models
Annals of Operations Research, 2007, 152, (1), 49-77
View citations (12)
2006
- Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, 2006, 10, (3-4), 179-221
View citations (2)