Overview:

Georgios Skoulakis is an Associate Professor at the University of Piraeus, Department of Banking and Financial Management. He studied Mathematics at the National and Kapodistrian University of Athens and then obtained a Ph.D. degree in Statistics from the University of North Carolina at Chapel Hill and a Ph.D. degree in Financial Economics from Northwestern University.  Before joining University of Piraeus, he was a faculty member at the University of Maryland and the University of British Columbia.

Research:

His main research interests include Asset Pricing, Financial Econometrics, and Optimal Portfolio Choice. His research has been presented in international conferences, such as American Finance Association, Western Finance Association, European Finance Association, and Econometric Society, and has been published in leading journals in Finance and Economics, such as Journal of Financial Economics, Review of Financial Studies, Journal of Econometrics, and Journal of Business and Economic Statistics.

Courses:

• Bayesian Econometrics with Applications to Portfolio Choice
• Statistics ΙΙ
• Fixed Income Securities

Selected Publications:

• Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach (with Soohun Kim), Journal of Econometrics, 204, 2018, 159-188. (ABS 4)
• Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios (with Gurdip Bakshi and George Panayotov), Journal of Financial Economics, 100, 2011, 475-495. (ABS 4*)
• Solving consumption and portfolio choice problems: The state variable decomposition method (with Lorenzo Garlappi), Review of Financial Studies, 23, 2010, 3346-3400. (ABS 4*)
• Do subjective expectations explain asset pricing puzzles? (with Gurdip Bakshi), Journal of Financial Economics, 98, 2010, 462-477. (ABS 4*)
• Generalized method of moments: applications in Finance (with Ravi Jagannathan and Zhenyu Wang), Journal of Business and Economics Statistics, 20, 2002, 470-481. (ABS 4)