Research interests: Commodities, Empirical asset pricing, Financial Derivatives, Portfolio Management.
George Skiadopoulos is Professor of Finance in the School of Economics and Finance at Queen Mary University of London.
George's research interests lie in the areas of commodities, empirical asset pricing, financial derivatives and portfolio management. He has published in academic journals such as the Management Science, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Journal of Derivatives, Journal of Empirical Finance, International Journal of Forecasting, etc. He serves in the editorial boards of the Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Commodity Markets, Journal of Derivatives and Multinational Finance Journal.
George is currently part-time at Queen Mary and he is also a Professor at the University of Piraeus in the Department of Banking and Financial Management, and an Associate Research Fellow at Warwick Business School, University of Warwick. George holds a B.Sc. from the Department of Economics of the Athens University of Economics and Business, an M.Sc. in Mathematical Economics and Econometrics from the London School of Economics, and a Ph.D. from the University of Warwick.
Before joining academia, George worked in the Athens Derivatives Exchange. He has also acted as a consultant to various financial institutions and he has provided a number of executive training courses. His research has received a number of grants from organizations like the Chicago Mercantile Exchange, the J.P. Morgan Centre of Commodities, University of Colorado at Denver, the Athens Derivatives Exchange, the Portuguese Ministry of Technology, and the Fondazione Cassa di Risparmio (Italy). George has also served as an evaluator for a number of grants including the prestigious Onassis Prize in Finance and he has also served in the Academic Advisory Board of the Professional Risk Managers International Association (PRMIA).
Teaching: Advanced Topics in Financial Economics, Part I (MRes in Economics, MRes in Finance), Quantitative Techniques (M.Sc. Investment and Finance)
Five Indicative publications since 2011:
- Daskalaki C., Skiadopoulos G., Topaloglou N. (2017) "Do Commodities provide Diversification Benefits? A Stochastic Dominance Efficiency Approach", Journal of Empirical Finance, (forthcoming).
- Konstantinidi E., Skiadopoulos G. (2016) "How does the Market Variance Risk Premium vary over Time? Evidence from S&P 500 Variance Swap Investment Returns", Journal of Banking and Finance 62:1, 62-75.
- Daskalaki C., Kostakis A., Skiadopoulos G. (2014) "Are there Common Factors in Commodity Futures Returns?", Journal of Banking and Finance, 40:3, 346-363.
- Neumann M., Skiadopoulos G. (2013) "Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options", Journal of Financial and Quantitative Analysis 48:3, 947-977.
- Kostakis A., Panigirtzoglou N., Skiadopoulos G. (2011) "Market Timing with Option-Implied Distributions: A Forward-Looking Approach", Management Science, 57:7, 1231-1249.
Current PhD students at the School of Economics and Finance, Queen Mary University of London
- Konstantinos Gkionis, Commencement Date: October 2015.
- Kazuhiro Hiraki, Commencement Date: October 2016
Member to public bodies
- Member of the nominating committee for the 2012, 2013 Financial Engineer of the Year Awards run by the International Association for Quantitative Finance, NYC.
- Member of the Academic Advisory Council of the Professional Risk Managers International Association (PRMIA) for the period 2008-2009.
Citations by the Finance Industry
- Our work on volatility derivatives and implied volatility indices has been cited by the Chicago Board Options Exchange (CBOE).
- Our work on commodities has been cited by NASDAQ Exchange (AllAboutAlpha.com), CFA Digest (February 2012, Vol. 42, No. 1) and Robeco Investment Management (http://www.robecoinvest.com/assets/pdf/strat-alloc-to-commodity-premiums.pdf). It has also been cited by various other blogs such as the Maverick Investors Rally Site, the Optimal Momentum Site, etc.
- Our work on using information from the market option prices to construct market timing strategies has been cited by Citigroup Academic Research Digest (February 2009).