Nikolaos Kourogenis
Nikolaos Kourogenis
Professor, Ph.D National Technical University of Athens
Overview
Nikolaos Kourogenis is full professor at the Department of Banking and Financial Management of the University of Piraeus, where he has been teaching since 2002 in the undergraduate program, as well as in the postgraduate and doctoral programs of the Department. Since the beginning of 2020, he is the Department Chair, while since 2018 he is the Director of the Postgraduate Programs “Finance and Banking” and “The Financial and Institutional Framework of Money and Capital Markets”. He is a full member of the Senate of the University of Piraeus, while he has been a full member of the Research Committee of the University of Piraeus Research Centre, and Director of the PhD Program of the Department of Banking and Financial Management. Dr. Kourogenis has received a PhD from the National Technical University of Athens, and a BSc from the National and Kapodistrian University of Athens. He has also taught at the University of Crete and has been a research associate of the University of Amsterdam. He has contributed in more than 30 research papers, which have been published in prestigious international scientific journals, such as the Journal of Financial and Quantitative Analysis, Econometric Reviews, Journal of Time Series Analysis, Journal of Empirical Finance, Journal of Economic Surveys, Economics Letters, American Journal of Agricultural Economics etc., while he has presented his research at numerous international conferences, and as an invited speaker. He has participated as a member of the research team in European Programs, as a project manager in privately funded research projects, and has worked in the private banking sector.
Research
The research interests of Nikolaos Kourogenis focus on Quantitative Methods in Finance, Time Series Analysis, Econometric Theory, Data Science, Decision Science and non-linear mathematical analysis.
Courses
- Introduction to Computer Science and Programming (Undergraduate)
- Econometrics (Undergraduate)
- Econometrics (Graduate)
- Financial Econometrics (Graduate)
- Applied Financial Econometrics (Graduate)
- Time Series Analysis (Doctoral)
Selected Publications
- Antypas, A., Caporale, G.M., Kourogenis, N., Pittis, N. (2020). Estimation of conditional asset pricing models with integrated variables in the beta specification. Research in International Business and Finance 52, April 2020, 101148.
- Asimakopoulos, P., Asimakopoulos, S., Kourogenis, N., Tsiritakis, E. (2017). Time-Disaggregated Dividend-Price Ratio and Dividend Growth Predictability in Large Equity Markets. Journal of Financial and Quantitative Analysis 52, 2305-2326.
- Koundouri, P., Kourogenis, N., Pittis, N., Samartzis, P. (2016). Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas. Journal of Forecasting 35, 445-461.
- Koundouri, P., Kourogenis, N., Pittis, N. (2016). Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections. Journal of Economic Surveys 30, 149-164. DOI: 10.1111/joes.12093
- Kourogenis, N. (2015). Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator. Economics Bulletin 35, 1675-1680. http://www.accessecon.com/Pubs/EB/2015/Volume35/EB-15-V35-I3-P169.pdf
- Antypas, A., Koundouri, P., Kourogenis, N. (2013). Aggregational Gaussianity and Barely Infinite Variance in Financial Returns, Journal of Empirical Finance 20, 102-108.
- Koundouri, P., Kourogenis, N. (2011). On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?, American Journal of Agricultural Economics 93, 1341-1357.
- Kourogenis, Nikolaos; Pittis, Nikitas. (2011). Mixing Conditions, Central Limit Theorems and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences, Econometric Reviews 30, 88-108.
- Kourogenis, Nikolaos; Pittis, Nikitas. (2010). Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator, Economics Letters 106, 84-86.
- Kourogenis, Nikolaos; Pittis, Nikitas. (2008). Testing for a Unit Root Under Errors with Just Barely Infinite Variance, Journal of Time Series Analysis, 29, 1066-1087.
- Kourogenis, Nikolaos; Pittis, Nikitas. (2008). Cointegration, variance shifts and the limiting distribution of the OLS estimator. Economics Letters, 99, 103-106.
- Kandilakis, Dimitrios; Kourogenis, Nikolaos C.; Papageorgiou, Nikolaos S. (2006). Two nontrivial critical points for nonsmooth functionals via local linking and applications. Journal of Global Optimization. 34, no. 2, 219—244.
- Kourogenis, Nikolaos C. (2003). Strongly nonlinear second order differential inclusions with generalized boundary conditions. J. Math. Anal. Appl. 287, no. 2, 348-364.
- Kourogenis, Nikolaos C.; Papageorgiou, Nikolaos S. (2003). Nonlinear hemivariational inequalities of second order using the method of upper-lower solutions. Proc. Amer. Math. Soc. 131, no. 8, 2359—2369.
- Kourogenis, N. C., and Papageorgiou, N. S. (2000). “Nonsmooth critical point theory and nonlinear elliptic equations at resonance”, Journal of the Australian Mathematical Society Ser. A, 69, 245-271.
- Kourogenis, N. C., and Papageorgiou, N. S. (2000). “Optimization and relaxation of nonlinear elliptic control systems”, Japan Journal of Industrial and Applied Mathematics, 17, 453-479.