The Journal of Futures markets, ranked this month the pioneering work of Professor Kostas Giannopoulos, Neapolis University in Cyprus, on non-parametric market risk modelling, that was published in 1999, as the 11th most cited in its 30 years’ history.
Another quality journal, The European Journal of Finance, ranked the work Professor Kostas Giannopoulos has published in 1995 publication as the 13th most influential article in its 25 years’ history.
Professor Giannopoulos holds a Laurea in Banking and Finance from the University of Siena, Italy. He also holds an MA in Banking and Finance from the University of Wales and a Ph.D. in Finance from London Guildhall University.
Prof. Giannopoulos previously has taught at Westminster University, City Business School, London Guildhall, UAE University and at the British University in Dubai. Since 2007 he is an honorary fellow of the Russian Academy of Sciences.
Professor Giannopoulos served as a member of the steering committee for GARP and PRMIA, two international organizations in the field of financial risk management and as regional director (UAE) of PRMIA for five years.
Professor Giannopoulos is an external evaluator of the Quality Assurance and Certification Authority of the Universities of Greece (ADIP)
Prof. Giannopoulos has published widely in international journals and presented his work at academic and professional conferences on both sides of the Atlantic. His empirical work on volatility and VaR analysis has attracted major interest from both practitioners and banking regulators. Most notable is the Filtered Historical Simulation model. This semi parametric model explores efficiently the nonlinear historical dynamics to generate multi period joint predictions for a large scale of assets. The applicability of this forecasting model has been extended in areas such as risk modelling, option pricing and asset allocation.
