Directory | Profiles

Faculty/Staff Directory

Stathis Tompaidis

Stathis Tompaidis
stathis.tompaidis@mccombs.utexas.edu
GSB 5.162 (512-471-5252)
CBA 5.202 (512-471-3322)

Associate Professor

Department
Finance
Information, Risk, and Operations Mgmt.

Publications

Herve Roche, Stathis Tompaidis, and Chunyu Yang. 2013. Why Does Junior Put All His Eggs in One Basket? A Potential Rational Explanation for Holding Concentrated Portfolios. Journal of Financial Economics 109(3), 775-796.
Claudio Albanese, Harry Lo, and Stathis Tompaidis. 2012. A Numerical Algorithm for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices. European Journal of Operational Research 222(2), 361-368.
Ehud I. Ronn, Akin Sayrak, and Stathis Tompaidis. 2009. The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets. Financial Review 44, 405-436.
Ron Kaniel, Stathis Tompaidis, and Alexander Zemlianov. 2008. Efficient Computation of Hedging Parameters for Discretely Exercisable Options. Operations Research 56, 811-826.
Albanese, Claudio, and Stathis Tompaidis. 2008. Small Transaction Cost Asymptotics and Dynamic Hedging. European Journal of Operational Research 185, 1404-1414.
Baldick, Ross, Kolos, Sergey, and Stathis Tompaidis. 2006. Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption. Operations Research 54, 627-642.
Sheridan Titman, Stathis Tompaidis, and Sergey Tsyplakov. 2005. Determinants of Credit Spreads in Commercial Mortgages. Real Estate Economics 33, 711-738.
Stathis Tompaidis, Michael Gallmeyer, and Ron Kaniel. 2005. Tax Management Strategies with Multiple Risky Assets. Journal of Financial Economics 54, 627-642.
Sheridan Titman, Stathis Tompaidis, and Sergey Tsyplakov. 2004. Market Imperfections, Investment Flexibility, and Default Spreads. Journal of Finance 59.
Patrick Jaillet, Ehud I. Ronn, and Stathis Tompaidis. 2004. Valuation of Commodity-Based Swing Options. Management Science 50, 909-911.
Stathis Tompaidis and Mihaela Manoliu. 2002. Energy Futures Prices: Term Structure Models wiht Kalman Filter Estimation. Applied Mathematical Finance 9, 21-43.
Stathis Tompaidis and Christopher Kenyon. 2001. Real Options in Leasing: The Effect of Idle Time. Operations Research 49, 675-689.
Stathis Tompaidis. 1996. Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps. Some Rigorous Results. Experimental Mathematics 5, 197-209.
Stathis Tompaidis. 1996. Numerical Study of Invariant Sets of a Quasi-Periodic Perturbation of a Symplectic Map. Experimental Mathematics 5, 211-230.
Stathis Tompaidis and Rafael de la Llave. 1995. On the Singularity Structure of Invariant Curves of Symplectic Mappings.5, 227-237.
Stathis Tompaidis and Rafael de la Llave. 1994. Computation of Domains of Analyticity for Some Perturbative Expansions from Mechanics. Physica D 71, 55-81.
Stathis Tompaidis and Raphael de la Llave. 1994. Nature of Singularities for Analyticity Domains of Invariant Curves. Physical Review Letters 73, 1459-1463.

Page last updated: 4/16/2014