• Ph.D. (Finance), Birkbeck, University of London, UK, 2010
• M.Sc. (Finance & Econometrics), University of York, UK, 2007
• B.Sc. (Economics), Athens University of Economics and Business, 2006

Financial Econometrics, Asset Pricing, Asset Allocation, Risk Management

Counterparty Credit Risk Management, MSc UZH ETH in Quantitative Finance

• Forecasting the Equity Risk Premium: The Importance of Regime-Dependent Evaluation (with N. Baltas), Journal of Financial Markets (2018)
• The Hidden Credit Risk in US Tax Reforms (with A. Bigar), RISK (2016)
• The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets (with 'A. Cartea), Econometric Reviews (2016)
• Standardized Methods, IMM and Capital Floors (with F. Anfuso), RISK (2015)
• A Sound Basel III Compliant Framework for Backtesting Credit Exposure Models (with F. Anfuso and A. Nawroth), RISK (2014)
• Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis (with 'A. Cartea), Applied Mathematical Finance (2012)
• Volatility and Covariation of Financial Assets: A High-Frequency Analysis (with 'A. Cartea), Journal of Banking and Finance (2011)
• Modeling Return and Volatility of the Greek Electricity Marginal System Price (with P. Theodorou), Energy Policy (2008)

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