C. Hassapis

发表

Multiobjective portfolio optimization: bridging mathematical theory with asset management practice

C. Zopounidis, G. Mavrotas, C. Staikouras, 2016, Annals of Operations Research.

An Integrated Matching-Immunization Model for Bond Portfolio Optimization

C. Staikouras, P. Xidonas, C. Hassapis, 2016, Computational Economics.

RAROC in portfolio optimization

Christos E. Kountzakis, C. Staikouras, Panagiotis Xidonas, 2016 .

Grouped data, investment committees & multicriteria portfolio selection

H. Doukas, P. Xidonas, C. Hassapis, 2021 .

Convergence in public expenditures across EU countries: evidence from club convergence

N. Apergis, Christina Christou, C. Hassapis, 2013 .

EXCHANGE RISK IN THE EMS: SOME EVIDENCE BASED ON A GARCH MODEL*

C. Hassapis, 1995 .

Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model

J. Cuñado, Rangan Gupta, Christina Christou, 2017 .

Debts of Cyprus Households: Lessons from the First Cyprus Survey of Consumer Finances

M. Haliassos, A. Karagrigoriou, G. Kyriacou, 2003 .

Equity Culture and Household Behavior

M. Haliassos, Christis Hassapis, C. Hassapis, 2001 .

UNIVERSITY OF CYPRUS ECONOMIC GROWTH AND MARKET VALUATION OF CAPITAL

Sarantis Kalyvitis, C. Hassapis, Sarantis C. Kalyvitis, 1999 .

Excess returns in the EMS: Do “weak” currencies still exist after the widening of the fluctuation bands?

G. Caporale, Nikitas Pittis, C. Hassapis, 1995 .

Foreign Direct Investment Determinants in OECD and Developing Countries

Christis Hassapis, M. Tsionas, N. Philippas, 2017 .

Foreign direct investment inflows determinants in four South European economies

Christis Hassapis, F. Economou, C. Hassapis, 2017 .

Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited

Christis Hassapis, Nikitas Pittis, Christis Hassapis, 1999 .

Monetary policy reaction to uncertainty in Japan: Evidence from aquantile‐on‐quantileinterest rate rule

Rangan Gupta, Christina Christou, Ruthira Naraidoo, 2020 .

Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates

S. Bekiros, Christos Avdoulas, C. Hassapis, 2018 .

Cointegration and joint efficiency of international commodity markets

Sarantis Kalyvitis, Nikitas Pittis, C. Hassapis, 1999 .

Unit roots and long-run causality: investigating the relationship between output, money and interest rates

Christis Hassapis, Guglielmo Maria Caporale, Nikitas Pittis, 1998 .

Borrowing Constraints, Portfolio Choice, and Precautionary Motives

M. Haliassos, C. Hassapis, 2002 .

Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications

M. Haliassos, C. Hassapis, 1998, SSRN Electronic Journal.

Borrowing Constraints, Portfolio Choice, and Precautionary

M. Haliassos, C. Hassapis, 1998 .

Non-Expected Utility, Saving and Portfolios

M. Haliassos, C. Hassapis, 1999 .

Long-Run PPP Under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate

Sarantis Kalyvitis, Christis Hassapis, Nikitas Pittis, 2009 .

International Earnings to Price Ratio Convergence: Evidence from the European Union

N. Apergis, Christina Christou, Steve A. Johnson, 2015 .

Accounting standards convergence dynamics: International evidence from club convergence and clustering

N. Apergis, Christina Christou, C. Hassapis, 2014 .

Robust portfolio optimization: a categorized bibliographic review

Ralph E. Steuer, Panos Xidonas, Christis Hassapis, 2020, Annals of Operations Research.

Investors’ fear and herding in the stock market

N. Philippas, F. Economou, C. Hassapis, 2018 .

Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns

Christis Hassapis, Guglielmo Maria Caporale, Nikitas Pittis, 1998 .

Multi-horizon wealth effects across the G7 economies

N. Apergis, Christina Christou, Christos Bouras, 2018, Economic Modelling.

High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests

Rangan Gupta, Christina Christou, Christis Hassapis, 2022, The Journal of Real Estate Finance and Economics.

Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach

Rangan Gupta, Christina Christou, Christis Hassapis, 2017 .

Robust multiobjective portfolio optimization: A minimax regret approach

Constantin Zopounidis, Panagiotis Xidonas, George Mavrotas, 2017, Eur. J. Oper. Res..

Robust minimum variance portfolio optimization modelling under scenario uncertainty

Panos Xidonas, Christis Hassapis, Aristeidis Samitas, 2017 .

The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions

Rangan Gupta, Christina Christou, Christis Hassapis, 2018, Journal of Forecasting.

Investigating the Links between Growth and Real Stock Price Changes with Empirical Evidence from the G-7 Economies

Christis Hassapis, Sarantis C. Kalyvitis, C. Hassapis, 2002 .

On the propagation of the fluctuations of stock returns on growth: is the global effect important?

C. Hassapis, Sarantis C. Kalyvitis, 2002 .