Short bio

I am Associate Professor of Mathematical Finance at the Department of Banking and Financial Management of the University of Piraeus and for the past couple of years, I am director of its doctoral program. 

I hold a PhD in Mathematics from the University of Texas at Austin, an MA in Mathematical Finance from the Columbia University and a BA in Statistics and Actuarial Science from the University of Piraeus (ranked first in the class).

My research interests lie in the field of Mathematical Finance. More precisely, I work on problems related to optimal investment of pension funds, equilibria in non-competitive financial markets and contingent claim pricing under price impact. Also, I have been awarded a research grant from Hellenic Foundation of Reasearch and Innovation (ΕΛΙΔΕΚ), for a three-year project titled “Valuation and Optimal Investment of Pension Plans” (starting in March 2022).

My work has been published in all leading academic journals in the field of Mathematical Finance such as Finance and Stochastics, Mathematical Finance, Annals of Applied Probability and SIAM Journal of Financial Mathematics , but also in esteemed journals of broader interest such as Journal of Economic Theory and Review of Finance. 

In the past, I had served as visiting Scholar in Department of Statistics of London School of Economics (Summer 2017) and as visiting Assistant Professor in Questrom School of Business of Boston University (sabbatical leave in Fall 2019).

I also serve as a chairman of the investment committee for several occupational pension funds in Greece, and have provided several executive training courses on the topics of asset liability management and liability-driven investment strategies.