| Valuation of commodity-based swing options P Jaillet, EI Ronn, S Tompaidis Management science 50 (7), 909-921, 2004 | 391 | 2004 |
| Energy futures prices: term structure models with Kalman filter estimation M Manoliu, S Tompaidis Applied mathematical finance 9 (1), 21-43, 2002 | 175 | 2002 |
| Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption R Baldick, S Kolos, S Tompaidis Operations Research 54 (4), 627-642, 2006 | 104 | 2006 |
| Tax management strategies with multiple risky assets MF Gallmeyer, R Kaniel, S Tompaidis Journal of Financial Economics 80 (2), 243-291, 2006 | 89 | 2006 |
| Determinants of credit spreads in commercial mortgages S Titman, S Tompaidis, S Tsyplakov Real Estate Economics 33 (4), 711-738, 2005 | 87 | 2005 |
| Market imperfections, investment flexibility, and default spreads S Titman, S Tompaidis, S Tsyplakov The Journal of Finance 59 (1), 165-205, 2004 | 73* | 2004 |
| Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios H Roche, S Tompaidis, C Yang Journal of Financial Economics 109 (3), 775-796, 2013 | 40* | 2013 |
| Real options in leasing: the effect of idle time C Kenyon, S Tompaidis Operations Research 49 (5), 675-689, 2001 | 35 | 2001 |
| Approximation of invariant surfaces by periodic orbits in high-dimensional maps: some rigorous results S Tompaidis Experimental Mathematics 5 (3), 197-209, 1996 | 32 | 1996 |
| Portfolio tax trading with carryover losses P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang Management Science 64 (9), 4156-4176, 2018 | 31* | 2018 |
| The impact of large changes in asset prices on intra‐market correlations in the domestic and international markets EI Ronn, A Sayrak, S Tompaidis Financial Review 44 (3), 405-436, 2009 | 28* | 2009 |
| Efficient computation of hedging parameters for discretely exercisable options R Kaniel, S Tompaidis, A Zemlianov Operations research 56 (4), 811-826, 2008 | 27 | 2008 |
| Numerical study of invariant sets of a quasiperiodic perturbation of a symplectic map S Tompaidis Experimental Mathematics 5 (3), 211-230, 1996 | 24 | 1996 |
| A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices C Albanese, H Lo, S Tompaidis European Journal of Operational Research 222 (2), 361-368, 2012 | 22* | 2012 |
| Computation of domains of analyticity for some perturbative expansions of mechanics R De La Llave, S Tompaidis Physica D: Nonlinear Phenomena 71 (1-2), 55-81, 1994 | 21 | 1994 |
| Small transaction cost asymptotics and dynamic hedging C Albanese, S Tompaidis European Journal of Operational Research 185 (3), 1404-1414, 2008 | 19 | 2008 |
| Strong and weak instabilities in a 4D mapping model of accelerator dynamics TC Bountis, S Tompaidis Future Problems in Nonlinear Particle Accelerators, 112-127, 1991 | 19* | 1991 |
| Pricing American-style options by Monte Carlo simulation: Alternatives to ordinary least squares S Tompaidis, C Yang Journal of computational finance 18 (1), 2014 | 17 | 2014 |
| The quest for valuation P Jaillet, EI Ronn, S Tompaidis Energy Power Risk Management 3, 14-16, 1998 | 11 | 1998 |
| Future problems in nonlinear particle accelerators T Bountis, S Tompaidis G. Turchetti, W. Scandale (Eds.), World Scientific, Singapore 112, 1991 | 9 | 1991 |
Sheridan TitmanProfessor of Finance, University of TexasVerified email at mail.utexas.edu
