Concepedia

Kostas Giannopoulos

KG

Statistics

Publications

7

Citations

677

H-Index

7

Active since

1995

Affiliations

Università della Svizzera italiana(Current)

University of Westminster

Kostas Giannopoulos is an author at Università della Svizzera italiana specializing in engineering, statistics, and volatility modeling.

Top concepts

StatisticsEngineeringFinanceBusinessAsset PricingVolatility ModelingFinancial EconomicsValue-at-riskOption PricingPortfolio Management

Publications per year

1995–2004

7

Publications

7

VaR without correlations for portfolios of derivative securities

Giovanni Barone‐Adesi, Kostas Giannopoulos, Les Vosper · Journal of Futures Markets · 1999 · 305 citations

Volatility Modeling, Engineering, Portfolio Management +19

Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)

Giovanni Barone‐Adesi, Kostas Giannopoulos, Les Vosper · European Financial Management · 2002 · 115 citations

Volatility Modeling, Engineering, Simulation +17

Estimating the time Varying Components of international stock markets' risk

Kostas Giannopoulos · European Journal of Finance · 1995 · 86 citations

Empirical Finance, Economics, Volatility Modeling +15

Non parametric VaR Techniques. Myths and Realities

Giovanni Barone‐Adesi, Kostas Giannopoulos · Economic Notes · 2001 · 69 citations

Parameter Estimation, Engineering, Risk Analysis +19

Coherent risk measures under filtered historical simulation

Kostas Giannopoulos, Radu Tunaru · Journal of Banking & Finance · 2004 · 57 citations

Engineering, Uncertainty Modeling, Uncertainty Quantification +5

1–5 of 7