Concepedia

Costis Skiadas

CS

24

Publications

2K

Citations

19

H-Index

1992

Active since

Affiliations

Northwestern University(Current)

Michigan State University

Kellogg's (Canada)

Stanford University

Buffalo State University

Costis Skiadas is an author at Northwestern University specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceManagementAsset PricingEngineeringDecision TheoryFinancial EconomicsStatisticsProbability

Publications per year

1992–2013

24

Publications

24

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

Mark Schröder, Costis Skiadas · Journal of Economic Theory · 1999 · 299 citations

Economics, Asset Pricing, Portfolio Selection +8

Continuous-time security pricing

Darrell Duffie, Costis Skiadas · Journal of Mathematical Economics · 1994 · 247 citations

Dynamic Pricing, Asset Pricing, Engineering +9

Recursive valuation of defaultable securities and the timing of resolution of uncertainty

Darrell Duffie, Mark Schröder, Costis Skiadas · The Annals of Applied Probability · 1996 · 244 citations · Full text

Empirical Finance, Market Value, Financial Mathematics +16

Robust control and recursive utility

Costis Skiadas · Finance and Stochastics · 2003 · 147 citations

Robust Control, Mathematical Control Theory, Control Strategy

Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences

Mark Schröder, Costis Skiadas · Stochastic Processes and their Applications · 2003 · 112 citations

Economics, Portfolio Optimization, Financial Economics +12

Rows per page

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