Professor of Finance
Professor Kostas Giannopoulos is Professor of Finance at the School of Economics, Business and Computer Science at Neapolis University, Pafos. Professor Giannopoulos is a Doctor laureate in Banking and Economics from the University of Siena. He holds a Masters degree in Banking and Finance from the University of Wales and a PhD in Finance from the London Guildhall University. His empirical work on volatility and market risk 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. His 1999 (joint) publication at the Journal of Futures Markets is ranked as the most influential one in the area of commodities and the 5th most influential overall in this journal’s 40 years’ history. An article that he published at the European Journal of Finance, while he was a PhD student, is ranked as the 13th most influential in this journal’s 25 years’ history Over the past thirty years Prof Giannopoulos has been a consultant to various private and commercial financial institutions and regulatory bodies. He has been a frequent speaker at academic conferences and professional seminars in Europe and USA. Professor Giannopoulos has published in market risk management; option pricing; volatility characteristics and modelling; and international portfolio diversification. Professor Giannopoulos was the regional chapter director for the Professional Risk Managers International Association (PRMIA).
