| Retrieving risk neutral densities from European option prices based on the principle of maximum entropy LS Rompolis Journal of Empirical Finance 17 (5), 918-937, 2010 | 52 | 2010 |
| Recovering risk neutral densities from option prices: A new approach LS Rompolis, E Tzavalis Journal of Financial and Quantitative Analysis 43 (4), 1037-1053, 2008 | 42 | 2008 |
| Retrieving risk neutral densities based on risk neutral moments through a Gram–Charlier series expansion LS Rompolis, E Tzavalis Mathematical and Computer Modelling 46 (1-2), 225-234, 2007 | 29 | 2007 |
| Risk premium effects on implied volatility regressions LS Rompolis, E Tzavalis Journal of Financial Research 33 (2), 125-151, 2010 | 18 | 2010 |
| Retrieving risk neutral moments and expected quadratic variation from option prices LS Rompolis, E Tzavalis Review of Quantitative Finance and Accounting 48, 955-1002, 2017 | 13 | 2017 |
| Exploring the role of the realized return distribution in the formation of the implied volatility smile G Chalamandaris, LS Rompolis Journal of Banking & Finance 36 (4), 1028-1044, 2012 | 10 | 2012 |
| Pricing and hedging contingent claims using variance and higher order moment swaps LS Rompolis, E Tzavalis Quantitative Finance 17 (4), 531-550, 2017 | 9 | 2017 |
| Recovering the market risk premium from higher‐order moment risks G Chalamandaris, LS Rompolis European Financial Management 27 (1), 147-186, 2021 | 7 | 2021 |
| Retrieving risk neutral moments from option prices LS Rompolis, E Tzavalis Mimeo, Athens University of Economics and Business, 2004 | 7 | 2004 |
| Pricing event risk: Evidence from concave implied volatility curves L Alexiou, A Goyal, A Kostakis, L Rompolis Swiss Finance Institute Research Paper, 2023 | 6 | 2023 |
| The effectiveness of unconventional monetary policy on risk aversion and uncertainty L Rompolis Bank of Greece, Working Paper Series, 2022 | 6 | 2022 |
| Improving variance forecasts: The role of Realized Variance features I Papantonis, L Rompolis, E Tzavalis International Journal of Forecasting 39 (3), 1221-1237, 2023 | 5 | 2023 |
| Put-call parity violations and return predictability: Evidence from the 2008 short sale ban GP Nishiotis, LS Rompolis Journal of Banking & Finance 106, 276-297, 2019 | 4 | 2019 |
| A new method of employing the principle of maximum entropy to retrieve the risk neutral density L Rompolis Available at SSRN 1006625, 2008 | 3 | 2008 |
| Option‐implied moments and the cross‐section of stock returns L Alexiou, LS Rompolis Journal of Futures Markets 42 (4), 668-691, 2022 | 2 | 2022 |
| Recovering the market risk premium from stock and option prices G Chalamandaris, L Rompolis Available at SSRN 2745879, 2019 | 2 | 2019 |
| Put-call parity violations and return predictability: evidence from the 2008 short sale ban GP Nishiotis, LS Rompolis SSRN Working Paper, 2010 | 2 | 2010 |
| Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects I Papantonis, LS Rompolis, E Tzavalis, O Agapitos Studies in Nonlinear Dynamics & Econometrics 27 (2), 171-198, 2023 | 1 | 2023 |
| Estimating Risk Neutral Densities of Asset Prices based on Risk Neutral Moments: An Edgeworth Expansion Approach LS Rompolis, E Tzavalis International Conference of Computational Methods in Sciences and …, 2019 | 1 | 2019 |
| The Effects of the Risk Neutral Skewness on Implied Volatility Regressions L Rompolis, E Tzavalis Working Paper, 2008 | 1 | 2008 |
