Stefanos Delikouras

Assistant Professor

  • 21 Citations
20102019
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Fingerprint Dive into the research topics where Stefanos Delikouras is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Income Business & Economics
Factors Business & Economics
Consumption growth Business & Economics
Asset pricing models Business & Economics
Consumption-based asset pricing Business & Economics
Expected returns Business & Economics
Disappointment aversion Business & Economics
Income risk Business & Economics

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Research Output 2010 2019

  • 21 Citations
  • 7 Article

Consumption-income sensitivity and portfolio choice

Addoum, J. M., Delikouras, S. & Korniotis, G., Jan 1 2019, In : Review of Asset Pricing Studies. 9, 1, p. 91-136 46 p.

Research output: Contribution to journalArticle

Portfolio choice
Income
Hedging
Theoretical framework
Prediction

Income Hedging, Dynamic Style Preferences, and Return Predictability

Addoum, J. M., Delikouras, S., Korniotis, G. & Kumar, A., Jan 1 2019, In : Journal of Finance.

Research output: Contribution to journalArticle

Hedging
Income
Return predictability
Dynamic hedging
Factors

A Single-Factor Consumption-Based Asset Pricing Model

Delikouras, S. & Kostakis, A., Jan 1 2018, (Accepted/In press) In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticle

Asset pricing models
Consumption growth
Certainty equivalent
Consumption-based asset pricing
Factors

Underreaction to Political Information and Price Momentum

Addoum, J. M., Delikouras, S., Ke, D. & Kumar, A., Jan 1 2018, (Accepted/In press) In : Financial Management.

Research output: Contribution to journalArticle

Industry
Underreaction
Price momentum
Momentum
Momentum profits
3 Citations (Scopus)

Where's the kink? Disappointment events in consumption growth and equilibrium asset prices

Delikouras, S., Jan 1 2017, In : Review of Financial Studies. 30, 8, p. 2851-2889 39 p.

Research output: Contribution to journalArticle

Disappointment aversion
Asset prices
Asset pricing models
Consumption growth
Consumption-based asset pricing