Kostas Giannopoulos

768 total citations
18 papers, 496 citations indexed

About

Kostas Giannopoulos is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Kostas Giannopoulos has authored 18 papers receiving a total of 496 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 6 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Kostas Giannopoulos's work include Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (10 papers) and Credit Risk and Financial Regulations (5 papers). Kostas Giannopoulos is often cited by papers focused on Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (10 papers) and Credit Risk and Financial Regulations (5 papers). Kostas Giannopoulos collaborates with scholars based in United Kingdom, Switzerland and Cyprus. Kostas Giannopoulos's co-authors include Giovanni Barone‐Adesi, Les Vosper, Radu Tunaru, Gregory Koutmos and Ramzi Nekhili and has published in prestigious journals such as Journal of Banking & Finance, Journal of Futures Markets and European Financial Management.

In The Last Decade

Kostas Giannopoulos

17 papers receiving 451 citations

Peers

Kostas Giannopoulos

FINAN

EE

GEEF

MSOR

GPC

Les Vosper Switzerland

Lily Y. Liu United States

Jefirey R. Russell United States

Trino‐Manuel Ñíguez United Kingdom

Eugenie M. J. H. Hol Netherlands

Lorán Chollete United States

Roméo Tédongap France

Bruno Feunou Canada

Loriano Mancini Switzerland

Annastiina Silvennoinen Australia

Les Vosper Switzerland

Kostas Giannopoulos

300 ×0.7

FINAN

205 ×0.6

EE

118 ×0.6

GEEF

31 ×0.6

MSOR

16 ×0.8

GPC

Citations per year, relative to Kostas Giannopoulos Kostas Giannopoulos (= 1×) peers Les Vosper

Countries citing papers authored by Kostas Giannopoulos

Since Specialization

Citations

This map shows the geographic impact of Kostas Giannopoulos'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 Kostas Giannopoulos with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kostas Giannopoulos more than expected).

Fields of papers citing papers by Kostas Giannopoulos

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kostas Giannopoulos. 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 Kostas Giannopoulos. The network helps show where Kostas Giannopoulos may publish in the future.

Co-authorship network of co-authors of Kostas Giannopoulos

This figure shows the co-authorship network connecting the top 25 collaborators of Kostas Giannopoulos. A scholar is included among the top collaborators of Kostas Giannopoulos 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 Kostas Giannopoulos. Kostas Giannopoulos is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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18 of 18 papers shown

1.

Giannopoulos, Kostas, et al.. (2024). Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data. International Journal of Financial Studies. 12(4). 99–99.

2.

Nekhili, Ramzi & Kostas Giannopoulos. (2020). Brexit and the dependence structure among the G7 bank equity markets. Investment Management and Financial Innovations. 17(2). 231–239. 1 indexed citations

3.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2017). Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund. European Journal of Finance. 24(5). 413–425. 3 indexed citations

4.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2015). Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund. SSRN Electronic Journal. 1 indexed citations

5.

Giannopoulos, Kostas, Ramzi Nekhili, & Gregory Koutmos. (2010). Volatility spillovers and price interdependencies; a dynamic non parametric approach. Research Online (University of Wollongong). 2 indexed citations

6.

Giannopoulos, Kostas. (2008). Nonparametric, conditional pricing of higher order multivariate contingent claims. Journal of Banking & Finance. 32(9). 1907–1915. 7 indexed citations

7.

Giannopoulos, Kostas, et al.. (2005). Portfolio selection under VaR constraints. Computational Management Science. 2(2). 123–138. 4 indexed citations

8.

Giannopoulos, Kostas & Radu Tunaru. (2004). Coherent risk measures under filtered historical simulation. Journal of Banking & Finance. 29(4). 979–996. 36 indexed citations

9.

Giannopoulos, Kostas. (2003). VaR Modelling on Long Run Horizons. Automation and Remote Control. 64(7). 1094–1100. 2 indexed citations

10.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2002). Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS). SSRN Electronic Journal. 5 indexed citations

11.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2002). Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS). European Financial Management. 8(1). 31–58. 75 indexed citations

12.

Barone‐Adesi, Giovanni & Kostas Giannopoulos. (2001). Non parametric VaR Techniques. Myths and Realities. Economic Notes. 30(2). 167–181. 49 indexed citations

13.

Vosper, Les, Giovanni Barone‐Adesi, & Kostas Giannopoulos. (2000). Filtering Historical Simulation. Backtest Analysis. 9 indexed citations

14.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (1999). VaR without correlations for portfolios of derivative securities. Journal of Futures Markets. 19(5). 583–602. 20 indexed citations

15.

Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (1999). VaR without correlations for portfolios of derivative securities. Journal of Futures Markets. 19(5). 583–602. 212 indexed citations

16.

Barone‐Adesi, Giovanni, et al.. (1997). A Probabilistic Approach to Worst Case Scenarios. 1 indexed citations

17.

Barone‐Adesi, Giovanni & Kostas Giannopoulos. (1996). A Simplified Approach to the Conditional Estimation of Value at Risk (VAR). 6 indexed citations

18.

Giannopoulos, Kostas. (1995). Estimating the time Varying Components of international stock markets' risk. European Journal of Finance. 1(2). 129–164. 63 indexed citations

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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