The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity G Bakshi, G Panayotov, G Skoulakis Commodity Returns, and Global Economic Activity (October 1, 2010), 2010 | 177 | 2010 |
Generalized methods of moments: Applications in finance R Jagannathan, G Skoulakis, Z Wang Journal of Business & Economic Statistics 20 (4), 470-481, 2002 | 147 | 2002 |
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios G Bakshi, G Panayotov, G Skoulakis Journal of Financial Economics 100 (3), 475-495, 2011 | 112 | 2011 |
The analysis of the cross-section of security returns R Jagannathan, G Skoulakis, Z Wang Handbook of financial econometrics: Applications, 73-134, 2010 | 80 | 2010 |
Panel data inference in finance: Least-squares vs Fama-MacBeth G Skoulakis Available at SSRN 1108865, 2008 | 64 | 2008 |
Taylor series approximations to expected utility and optimal portfolio choice L Garlappi, G Skoulakis Mathematics and Financial Economics 5, 121-156, 2011 | 62 | 2011 |
Solving consumption and portfolio choice problems: The state variable decomposition method L Garlappi, G Skoulakis The Review of Financial Studies 23 (9), 3346-3400, 2010 | 49 | 2010 |
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation L Garlappi, G Skoulakis Computational Economics 33, 193-207, 2009 | 37 | 2009 |
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach S Kim, G Skoulakis Journal of econometrics 204 (2), 159-188, 2018 | 36 | 2018 |
Superprocesses over a stochastic flow G Skoulakis The University of North Carolina at Chapel Hill, 2000 | 31 | 2000 |
Do subjective expectations explain asset pricing puzzles? G Bakshi, G Skoulakis Journal of Financial Economics 98 (3), 462-477, 2010 | 30 | 2010 |
Panel data inference in finance: Least-squares vs. Fama-MacBeth G Skoulakis Unpublished working paper, University of Maryland, United States, 2006 | 22 | 2006 |
In search of explanation for the predictive ability of the Baltic Dry Index for global stock returns, commodity returns, and global economic activity G Bakshi, G Panayotov, G Skoulakis University of Maryland Working Paper, 2013 | 15 | 2013 |
Dynamic portfolio choice with Bayesian learning G Skoulakis Available at SSRN 1108816, 2008 | 15 | 2008 |
Assessment of asset-pricing models using cross-sectional regressions G Skoulakis work, 2005 | 15 | 2005 |
A state-variable decomposition approach for solving portfolio choice problems L Garlappi, G Skoulakis EFA 2008 Athens Meetings Paper, 2008 | 11 | 2008 |
Ex-post risk premia tests using individual stocks: The IV-GMM solution to the EIV problem S Kim, G Skoulakis Unpublished Manuscript. Georgia Institute of Technology, 2016 | 10 | 2016 |
Estimating and testing linear factor models using large cross sections: The regression-calibration approach S Kim, G Skoulakis Unpublished working paper. University of Maryland, College Park, 2014 | 9 | 2014 |
Ergodicity and existence of moments for local mixtures of linear autoregressions A Carvalho, G Skoulakis Statistics & probability letters 71 (4), 313-322, 2005 | 9 | 2005 |
A recursive formula for computing central moments of a multivariate lognormal distribution G Skoulakis The American Statistician 62 (2), 147-150, 2008 | 8 | 2008 |