Prof. Stylianos Perrakis
The John Molson School of Business
Concordia University, Canada
Professor
Email: Perrakis@jmsb.concordia.ca
Qualifications
1970 Ph.D., Industrial Engineering and Operations Research, University of California
1966 M.Sc., Industrial Engineering and Operations Research, University of California
1960 Diploma, Mechanical-Electrical Engineering, National Polytechnic Institute, Greece
Publications (Selected)
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Perrakis, S. (2022). The Improbable Heroine: Lela Karayanni and the British Secret Services in World War II Greece. Walter de Gruyter GmbH & Co KG.
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Perrakis, S. (2022). Stochastic dominance, stochastic volatility and the prices of volatility and jump risk. Stochastic Volatility and the Prices of Volatility and Jump Risk (January 3, 2022).
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Perrakis, S. (2022). From innovation to obfuscation: continuous time finance fifty years later. Financial Markets and Portfolio Management, 36(3), 369-401.
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Constantinides, G. M., Czerwonko, M., Jackwerth, J. C., & Perrakis, S. (2017). Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply.
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Czerwonko, M., Davidson, R., & Perrakis, S. (2021). Tail Risk, Almost Stochastic Dominance and Index Option Anomalies. Almost Stochastic Dominance and Index Option Anomalies (October 2, 2021).
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Kryzanowski, L., Perrakis, S., & Zhong, R. (2021). Financial oligopolies and parallel exclusion in the credit default swap markets. Journal of Financial Markets, 56, 100606.
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Ghanbari, H., Oancea, M., & Perrakis, S. (2021). Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences. European Financial Management, 27(2), 244-286.
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Perrakis, S., & Perrakis, S. (2019). Proportional Transaction Costs: An Introduction. Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research, 87-109.
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Perrakis, S., & Perrakis, S. (2019). Stochastic Dominance Option Pricing II: Option Bounds Under Transaction Costs. Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research, 111-175.
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Perrakis, S., & Boloorforoosh, A. (2018). Catastrophe futures and reinsurance contracts: An incomplete markets approach. Journal of Futures Markets, 38(1), 104-128.
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Czerwonko, M., & Perrakis, S. (2018). Index option anomalies: How real are they?. Available at SSRN 3278037.
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Perrakis, S., & Zhong, R. (2017). Liquidity risk and volatility risk in credit spread models: A unified approach. European Financial Management, 23(5), 873-901.
Profile Details
https://www.concordia.ca/faculty/stylianos-perrakis.html
https://www.researchgate.net/profile/Stylianos-Perrakis
https://concordia.academia.edu/StylianosPerrakis