Other Presentations

ESG: Challenges for Policy Makers, Hellenic Capital Markets Commission Conference on the Future of Sustainable Finance, June 2022, Athens, Greece, Video (at 5:50:38-6:08:55)

Key players disagree on the necessity for policy intervention, Our recent research sheds light on how powerful policy intervention can be, ESG ratings are subject to shortcomings, How easy is it for SEC's proposal to deal with greenwashing of institutional Investors

Μeasuring Climate Change Risks with ML Methods for Banks’ effective Risk Management, Risk Management & Compliance Conference, June 2022, Athens, Greece

Constructing climate risk measures using textual analysis to overcome shortcomings of ESG ratings

ESG: Open Questions, Challenges & Smart Solutions 2nd IFFR-EBRD ESG for Banks, Firms and Institutional Investors Conference, May 2022 - Video

Open questions in the ESG era for investors & policy makers, a new proposal using ESG metrics

ESG & Pension Funds Asset Management: Open Questions & Challenges, 3rd Occupational Pension Funds Conference, February 2022

Common misconceptions on asset management under ESG criteria

Does the Stock market Care about Climate-change Risks? If so, for which types of Risks? ESMA Group of Economic Advisers Meeting, January 2022

Presentation at the internal GEA ESMA meeting on climate change risks and the role of policy makers

Does the Stock Market Care about Climate-change Risks? Sustainable Finance: How AI can help account for Climate Risks, EU40 & European Parliament’s STOA event, November 2021 - Video

Discussed findings from our research: Investors do not care about natural disasters, neither for international summits when it comes to pricing climate risks in the stock market. They only care when governments intervene.

Climate Risks: Do Investors take them into account? IFFR-EBRD Conference on ESG for Banks, Firms and Institutional Investors, May 2021 - Video

Discussed the perspective of institutional investors and presented recent research on how to measure climate risks and whether these are reflected in stock prices

Climate risks, Institutional investors and Stock prices, SEF Inaugural Hot Topic Lectures Series, Mar 2021 - Video

Discussed whether climate risks are taken into account by institutional investors and whether they are reflected in stock prices. This series is organised by the School of Economics and Finance, Queen Mary University of London

Asset Management for Occupational Funds: Do’s and Don’ts, 1st Occupational Pension Funds Conference, Feb 2020, Athens - Video

In my additional capacity as an external academic consultant, I highlighted common pitfalls & provided suggestions to asset managers, funds & the regulator.

Organizer Advances and Challenges in Financial Technology, Ecali Club, Feb 2020, Athens - Photos

Exclusive event run by the Institute of Finance and Financial Regulation, sponsored by John S. Latsis Public Benefit Foundation - Photos on the IFFR site

Moderator of the panel on Non-Performing Loans, Understanding Challenges for the Greek Economy, Sep 2019, Athens

Conference run by the Institute of Finance and Financial Regulation

Asset Management of Occupational Pensions: Can we Do Better? IFFR Occupational Funds and Asset Management Forum, Feb 2019, Athens

Presented evidence of the performance of occupational pensions & new strategies to improve performance

Asset Management and Risk Management, Hellenic Army Finance Directorate 1st Conference, Feb 2018, Athens

Presentation of key principles & findings of related research

Quantitative portfolio management using information from options markets, CFA Society Greece, May 2016, Athens

Market option prices contain useful information for investors - I provided related evidence

Asset Allocation with Option-Implied Distributions: A Forward-Looking Approach, CFA Society Greece & Hellenic Fund & Asset Management Association, Feb 2010, Athens

A novel method to construct market timing strategies

Measuring Freight Rate Market Risk by the Value-at-Risk Methodology, 1st International Shipping Management Forum, Magazine on Quality Eco-Q, May 2007, Piraeus

Models to calculate VaR for freight portfolios

Why is Implied Volatility so Fascinating? From Smile-Consistent Models to Implied Volatility Derivatives, CFA Society Greece & Hellenic Fund & Asset Management Association, Feb 2007, Athens

An overview of the literature to pricing and hedging financial derivatives using the market prices of European options as given

VaR and Market Risk: A Case Study for Greek Portfolios, PRMIA & Hellenic Banking Association, Feb 2005, Athens

Backtesting VaR methods for stock and bond portfolios