Vassilios Papathanakos

Identifiers

• name variant Vassilios Papathanakos 0.60 · backfill

Papers (4)

1. Diversification, Volatility, and Surprising Alpha q-fin.PM · 2018 · author #3
2. Portfolio Optimization in the Stochastic Portfolio Theory Framework q-fin.PM · 2016 · author #1
3. Trading-profit attribution for the size factor q-fin.PM · 2016 · author #1
4. Hybrid Atlas models math.PR · 2009 · author #2

Mentions

• 0909.0065 #2 · backfill · confidence 0.70 Vassilios Papathanakos

Frequent Coauthors

• Adrian Banner 2 shared papers
• Robert Fernholz 2 shared papers
• David Schofield 1 shared papers
• Ioannis Karatzas 1 shared papers
• Johannes Ruf 1 shared papers
• Tomoyuki Ichiba 1 shared papers