3
H index
3
i10 index
109
Citations
VASSILIS POLIMENIS : Citation Profile
Cyprus International Institute of Management (CIIM) | RESEARCH PRODUCTION: 14 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2002 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with VASSILIS POLIMENIS. | Is cited by:
| Cites to:
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Main data
Where VASSILIS POLIMENIS has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Risk Finance | 4 |
| Global Business and Economics Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Working Papers / Center for Research in Economics and Statistics | 2 |
Recent works citing VASSILIS POLIMENIS (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2026 | Insider and stealth trading with dynamic legal risk. (2026). Xia, Weixuan ; Qiao, Bixing. In: Papers. RePEc:arx:papers:2605.27684. Full description at Econpapers || Download paper |
| 2024 | Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609. Full description at Econpapers || Download paper |
| 2024 | Discrete-Time Survival Models with Neural Networks for Age–Period–Cohort Analysis of Credit Risk. (2024). Bai, Ruibin ; Qu, Rong ; Wang, Hao ; Bellotti, Anthony. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:31-:d:1332628. Full description at Econpapers || Download paper |
| 2025 | Exact Simulation of Quadratic Intensity Models. (2025). Qu, Yan ; Zhao, Hongbiao ; Liu, Anxin ; Dassios, Angelos. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:37:y:2025:i:5:p:1182-1201. Full description at Econpapers || Download paper |
| 2024 | Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.. (2024). Bonga-Bonga, Lumengo ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:119910. Full description at Econpapers || Download paper |
| 2026 | On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae. (2026). Zhang, Yuyang ; Xia, Weixuan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:2:d:10.1007_s11009-025-10240-z. Full description at Econpapers || Download paper |
Works by VASSILIS POLIMENIS:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Non-Stationary Dividend-Price Ratios In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Non-stationary dividend-price ratios.(2019) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Trading on the Floor after Sweeping the Book In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Lepto-Variance of Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2005 | Affine Model for Credit Risk Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2006 | Affine Models for Credit Risk Analysis.(2006) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2016 | The modified dividend–price ratio In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2011 | The critical stock price for the American put option In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Slow and fast markets In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2016 | Sensitivity analysis of market and stock returns by considering positive and negative jumps In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Jointly estimating jump betas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Jointly estimating jump betas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Sensitivity analysis of market and stock returns by considering positive and negative jumps In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | Day-of-the-week effect around the 2008 financial crisis In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Modified ratios and the cyclically adjusted price-earnings ratio In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Optimal portfolio allocation with higher moments In: Annals of Finance. [Full Text][Citation analysis] | article | 43 |
| 2019 | A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A realistic model of market liquidity and depth In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team