معرفی
Professor Kostas Giannopoulos holds the position of Professor of Finance at the School of Economics, Business and Computer Science, Neapolis University, Pafos. He is a Doctor Laureate in Banking and Economics from the University of Siena, with additional degrees from the University of Wales (Masters in Banking and Finance) and London Guildhall University (PhD in Finance). His research focuses on volatility modeling, market risk analysis, option pricing, and international portfolio diversification. Notable contributions include the Filtered Historical Simulation (FHS) model, which revolutionized risk forecasting in finance.
Key achievements include a 1999 Journal of Futures Markets publication ranked as the most influential in commodities and 5th overall in the journal's 40-year history, and a 1997 European Journal of Finance article ranked 13th in its 25-year history. He has advised financial institutions and regulatory bodies for over 30 years, and served as regional chapter director for PRMIA. His work spans commodity markets, derivatives risk, and systemic financial risk in global contexts. Active in academic speaking engagements and professional seminars across Europe and the U.S., he maintains strong industry ties.
Research emphasizes volatility spillovers, risk modeling under uncertainty, and applying FHS to CCP default funds and waterfall mechanisms. His work bridges theoretical finance with practical applications in regulatory frameworks and portfolio management strategies. Ongoing interests include cryptocurrency risk analysis and long-horizon volatility forecasting.
