Photo of Professor Alex Kostakis

Professor Alex Kostakis

Professor of Finance Finance and Accounting

    Publications

    Selected Publications

    1. A Single-Factor Consumption-Based Asset Pricing Model (Journal article - 2019)
    2. What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? (Journal article - 2017)
    3. Robust Econometric Inference for Stock Return Predictability (Journal article - 2015)
    4. Market timing with option-implied distributions: A forward looking approach (Journal article - 2011)