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researcher

I. Kosmidis

26 papers hereh-index 191.5k citations68 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author6
  • middle author10
  • last author7

Across the 26 of 26 papers where every author was matched, so the position is known.

fields
  • stat.ME14
  • stat.AP5
  • math.ST2
  • stat.CO2
  • q-fin.PM1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedBias in parametric estimation: reduction and useful side-effects

75 citations · 199 across the 21 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2014

Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence

Matthew Ames, Gareth W. Peters, Guillaume Bagnarosa +1

Currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the int…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.