| Risk measures in ordered normed linear spaces with non-empty cone-interior DG Konstantinides, CE Kountzakis Insurance: Mathematics and Economics 48 (1), 111-122, 2011 | 29 | 2011 |
| The completion of security markets C Kountzakis, IA Polyrakis Decisions in Economics and Finance 29 (1), 1-21, 2006 | 23 | 2006 |
| Geometry of cones and an application in the theory of Pareto efficient points C Kountzakis, IA Polyrakis Journal of mathematical analysis and applications 320 (1), 340-351, 2006 | 14 | 2006 |
| Generalized coherent risk measures CE Kountzakis Applied Mathematical Sciences 3 (49), 2437-2451, 2009 | 11 | 2009 |
| Risk measures on ordered non-reflexive Banach spaces CE Kountzakis Journal of Mathematical Analysis and Applications 373 (2), 548-562, 2011 | 10 | 2011 |
| Coherent risk measures in general economic models and price bubbles C Kountzakis, IA Polyrakis Journal of Mathematical Economics 49 (3), 201-209, 2013 | 7 | 2013 |
| On efficient portfolio selection using convex risk measures CE Kountzakis Mathematics and Financial Economics 4, 223-252, 2011 | 6 | 2011 |
| Acceptability indices of performance for bounded Càdlàg processes CE Kountzakis, D Rossello Stochastics 92 (7), 1043-1063, 2020 | 5 | 2020 |
| Coherent risk measures under dominated variation DG Konstantinides, CE Kountzakis Modern Problems in Insurance Mathematics, 113-138, 2014 | 5 | 2014 |
| On the Order Form of the Fundamental Theorems of Asset Pricing CE Kountzakis Journal of Mathematical Finance 4 (04), 221, 2014 | 3 | 2014 |
| Nonreplication of options C Kountzakis, IA Polyrakis, F Xanthos Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 3 | 2012 |
| Risk appetite and jumps in realized correlation R Demirer, K Gkillas, C Kountzakis, A Mavragani Mathematics 8 (12), 2255, 2020 | 2 | 2020 |
| Towards an improved credit scoring system: the Greek case P Giannouli, CE Kountzakis International Journal of Financial Engineering and Risk Management 3 (1), 19-31, 2019 | 2 | 2019 |
| The restricted convex risk measures in actuarial solvency DG Konstantinides, CE Kountzakis Decisions in Economics and Finance 37, 287-318, 2014 | 2 | 2014 |
| Pareto efficiency without topology C Kountzakis, D Rossello Optimization Letters 17 (7), 1633-1641, 2023 | 1 | 2023 |
| Non-Parametric Regression and Riesz Estimators C Kountzakis, V Tsachouridou-Papadatou Axioms 12 (4), 375, 2023 | 1 | 2023 |
| Towards an improved credit scoring system with alternative data: the greek case P Giannouli, CE Kountzakis Data Analysis and Applications 4: Financial Data Analysis and Methods 6, 51-60, 2020 | 1 | 2020 |
| Equilibrium in options' incomplete markets C Kountzakis International Journal of Financial Markets and Derivatives 7 (4), 414-423, 2020 | 1 | 2020 |
| Sensitivity of Risk Measures defined on L1-spaces CE Kountzakis Applied Mathematical Sciences 13 (9), 449-453, 2019 | 1 | 2019 |
| Financial leverage for multi-period levered investments S Farinelli, CE Kountzakis, L Tibiletti, M Uberti Applied Mathematical Sciences 11 (29), 1397-1404, 2017 | 1 | 2017 |
Luisa TibilettiProfessor of Financial Mathematics, University of Torino, ItalyVerified email at unito.it
