Panagiotis Samartzis
Personal Details
First Name: | Panagiotis |
Middle Name: | |
Last Name: | Samartzis |
Suffix: | |
RePEc Short-ID: | psa2081 |
[This author has chosen not to make the email address public] | |
Affiliation
Department of Economics
University of Macedonia
Thessaloniki, Greecehttps://www.uom.gr/eco
RePEc:edi:deumagr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis, 2024. "Comparative Ignorance as an Explanation of Ambiguity Aversion and Ellsberg Choices: A Survey with a New Proposal for Bayesian Training," DEOS Working Papers 2408, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis, 2023. "On the (In)Plausibility of Dutch Book Arguments for the Rationality of Beliefs," DEOS Working Papers 2306, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis, 2023. "Conceptions of Rationality and their Justifications," DEOS Working Papers 2322, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis, 2023. "Counterfactual Priors: A Bayesian Response to Ellsberg's Paradox," DEOS Working Papers 2307, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis, 2022. "Mitigating Ambiguity Aversion via Counterfactual Priors: A Resolution of Ellsberg's Paradox," DEOS Working Papers 2213, Athens University of Economics and Business.
- Stella Apostolaki & Ebun Akinsete & Phoebe Koundouri & Panagiotis Samartzis, 2019. "Freshwater: The importance of freshwater for providing ecosystem services," DEOS Working Papers 1905, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Alternative Types of Ambiguity and their Effects on Climate Change Regulation," DEOS Working Papers 1706, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables," DEOS Working Papers 1703, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Ambiguity Aversion, Modern Bayesianism and Small Worlds," DEOS Working Papers 1707, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015. "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers 1507, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014.
"Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas,"
DEOS Working Papers
1409, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2013. "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers 1318, Athens University of Economics and Business.
Articles
- Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2024. "Unbounded heteroscedasticity in autoregressive models," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Gikas Hardouvelis & Georgios Karalas & Dimitrios Karanastasis & Panagiotis Samartzis, 2023. "Economic policy uncertainty and the Greek economic crisis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(6), pages 1199-1215, November.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016.
"Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Stella Apostolaki & Ebun Akinsete & Phoebe Koundouri & Panagiotis Samartzis, 2019.
"Freshwater: The importance of freshwater for providing ecosystem services,"
DEOS Working Papers
1905, Athens University of Economics and Business.
Cited by:
- Phoebe Koundouri & George Halkos & Conrad Landis & Konstantinos Dellis & Artemis Stratopoulou & Angelos Plataniotis & Elisa Chioattoa, 2023.
"Valuation of Marine Ecosystems and Sustainable Development Goals,"
DEOS Working Papers
2308, Athens University of Economics and Business.
- Koundouri, Phoebe & Halkos, George & Landis, Conrad & Dellis, Konstantinos & Stratopoulou, Artemis & Plataniotis, Angelos & Chioatto, Elisa, 2023. "Valuation of Marine Ecosystems and Sustainable Development Goals," MPRA Paper 122023, University Library of Munich, Germany.
- Phoebe Koundouri & George Halkos & Conrad Landis & Konstantinos Dellis & Artemis Stratopoulou & Angelos Plataniotis & Elisa Chioattoa, 2023.
"Valuation of Marine Ecosystems and Sustainable Development Goals,"
DEOS Working Papers
2308, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017.
"Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables,"
DEOS Working Papers
1703, Athens University of Economics and Business.
Cited by:
- Francesco Cavazza & Francesco Galioto & Meri Raggi & Davide Viaggi, 2020. "Digital Irrigated Agriculture: Towards a Framework for Comprehensive Analysis of Decision Processes under Uncertainty," Future Internet, MDPI, vol. 12(11), pages 1-16, October.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014.
"Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas,"
DEOS Working Papers
1409, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
Cited by:
- Lioui, Abraham & Tarelli, Andrea, 2020. "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024. "Autoregressive conditional betas," Journal of Econometrics, Elsevier, vol. 238(2).
Articles
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016.
"Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-UPT: Utility Models and Prospect Theory (7) 2017-08-27 2017-12-03 2017-12-03 2022-03-21 2023-03-13 2024-01-08 2024-04-01. Author is listed
- NEP-MIC: Microeconomics (5) 2017-08-27 2017-12-03 2022-03-21 2023-03-13 2023-03-13. Author is listed
- NEP-ENV: Environmental Economics (3) 2017-08-27 2017-12-03 2020-04-06
- NEP-HME: Heterodox Microeconomics (2) 2017-08-27 2017-12-03
- NEP-HPE: History and Philosophy of Economics (2) 2023-03-13 2024-01-08
- NEP-AGR: Agricultural Economics (1) 2020-04-06
- NEP-BAN: Banking (1) 2022-03-21
- NEP-ENE: Energy Economics (1) 2017-12-03
- NEP-ETS: Econometric Time Series (1) 2014-09-29
- NEP-GER: German Papers (1) 2014-09-29
- NEP-REG: Regulation (1) 2017-12-03
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