Daniel Giamouridis

517 citations
36 papers · 351 indexed · h-index 11
Topics
Financial Markets and Investment Strategies (23 papers)Market Dynamics and Volatility (10 papers)Stochastic processes and financial applications (9 papers)

In The Last Decade

Daniel Giamouridis

32 papers receiving 320 citations

Peers

Daniel Giamouridis
Comparison fields: 5 of 30
  • Finance 293
  • Economics and Econometrics 169
  • Accounting 96
  • Management Science and Operations Research 67
  • General Economics, Econometrics and Finance 55
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Citations per field
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Citations per year

Countries citing papers authored by Daniel Giamouridis

Since Specialization
Citations

This map shows the geographic impact of Daniel Giamouridis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Giamouridis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Giamouridis more than expected).

Fields of papers citing papers by Daniel Giamouridis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Giamouridis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Giamouridis. The network helps show where Daniel Giamouridis may publish in the future.

Co-authorship network of co-authors of Daniel Giamouridis

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Giamouridis. A scholar is included among the top collaborators of Daniel Giamouridis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Daniel Giamouridis. Daniel Giamouridis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1
Systematic Investment Strategies
0
2 12
3 4
4 1
5 1
6 6
7 5
8 4
9 2
10 2
11
Approximate Basket Option Valuation for a Simplified Jump Process
0
12
Hedge Fund Pricing and Model Uncertainty
5
13
Estimation Risk in Financial Risk Management: A Correction
12
14 6
15 8
16
The Relation between Return and Volatility in the Commodity Markets
2
17
Estimating Implied Pdfs from American Options on Futures: A New Semi-Parametric Approach
3
18 2
19 1
20 26

About Daniel Giamouridis

Daniel Giamouridis is a scholar working on Finance, General Economics, Econometrics and Finance and Accounting, having authored 36 papers that have together received 351 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (10 papers) and Stochastic processes and financial applications (9 papers). The work is most often cited by research in Finance (293 citations), Accounting (96 citations) and General Economics, Econometrics and Finance (55 citations). Daniel Giamouridis has collaborated with scholars based in United States, United Kingdom and Greece. Frequent co-authors include Ioannis D. Vrontos, Spyridon D. Vrontos, George Skiadopoulos, Nikolaos Tessaromatis, Michael Tamvakis, Αθανάσιος Σάκκας, Keith L. Miller, Hong Li, Timotheos Angelidis and Stergios Leventis. Their work appears in journals such as Journal of Banking & Finance, Financial Analysts Journal and The Journal of Portfolio Management.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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