Georgios Skoulakis

Georgios Skoulakis is an Associate Professor at the Department of Finance and Banking Administration of the University of Piraeus. He holds a PhD in Statistics from the University of North Carolina at Chapel Hill and a PhD in Finance from Northwestern University. Prior to his current role, he worked at the University of Maryland and the University of British Columbia. His research focuses on Financial Econometrics, Optimal Portfolio Selection, and Securities Valuation, with publications in top journals like the Journal of Financial Economics and Review of Financial Studies.

Education:

• Bachelor's in Mathematics, National and Kapodistrian University of Athens
• PhD in Statistics, University of North Carolina at Chapel Hill
• PhD in Finance, Northwestern University

Research Interests:

• Development of econometric methods for portfolio optimization
• Analysis of risk premia in asset pricing models
• Exploration of oil price dynamics and their impact on equity markets

Recent Research Trends: His work emphasizes methodological innovations in handling large cross-sectional datasets, calibration approaches for model validation, and applications of Taylor approximations in utility theory. He has also investigated the predictive power of unconventional indices like the Baltic Dry Index for global economic activity.

Teaching: Courses include Bayesian Econometrics, Statistics II, and Fixed Income Products.

Grants & Advising: No specific grants or student advisees listed in provided materials.