Staff Catalogue
EL

ANDREAS MILIDONIS

AM
+357 22 893 626
...
PROFESSOR
FEB 01 - Faculty of Economics and Management, 109
University Campus
Ph.D. Risk Management & Insurance, Georgia State University, USA, Awarded in January 2007.
 
B.Sc. Actuarial Science (with Honors; graduated first in class) and Minor in Mathematics, The Pennsylvania State University, USA, May 2001.
 
Andreas joined the Department of Public & Business Administration of the University of Cyprus in 2009. His prior academic work experience includes a two-year Lectureship at the Accounting and Finance Department of the Manchester Business School. His prior professional experience includes a two year position as an Actuarial Associate at Towers Perrin, Philadephia, PA. Andreas has also conducted significant short term consulting projects (i.e. banking risk assessment, forecasting, insurance, risk management, financial pricing) for major institutions such as the European Central Bank (ECB).
 
Corporate Finance; Risk Management; Compensation Incentives; Credit Risk; Catastrophe Risk; Mortality Risk; Regime Switching Models; Asset and Liability Pricing; Financial Institutions and Markets; Public Policy and Regulatory Issues.
 
  • Kamiya, S., Kang, J.-K., Kim, J., Milidonis, A., Stulz, R.M., 2019. Risk Management, Firm Reputation, and the Impact of Successful Cyberattacks on Target Firms. Journal of Financial Economics forthcoming.
  • Michaelides, A., Milidonis, A., Nishiotis, G.P. 2019. Private Information in Currency Markets. Journal of Financial Economics 131, 643-665.

  • Milidonis, A., Nishikawa, T., Shim, J., 2019. CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms. Journal of Risk and Insurance 86, 451-477.

  • Mourouzidou-Damtsa, S., Milidonis, A. and Stathopoulos, K. 2019. National Culture and Bank Risk-Taking. Journal of Financial Stability 40, 132-143.
  • Kamiya, S., and Milidonis A., 2018. Actuarial Independence and Managerial Discretion. Journal of Risk and Insurance 86, 451-477. 
  • Ben Ammar, S., Eling, M., Milidonis, A., 2018. The cross-section of expected stock returns in the property/liability insurance industry. Journal of Banking and Finance 96, 292-321.
  • Berwart, E., Guidolin, M., and Milidonis, A. 2017. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings, Journal of Corporate Finance, forthcoming.
  • Biffis. E., Lin, Y., and Milidonis A., 2017. The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing. Journal of Risk and Insurance 84, 515-532.
  • Milidonis, A., and Efthymiou, M. 2017. Mortality Leads and Lags. Journal of Risk and Insurance 84, 495-514.
  • Milidonis, A., 2016. An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model. North American Actuarial Journal 20, 252-275.
  • Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P.,. 2015. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. Journal of Financial Economics 116, 526-547.
  • Nikolaidis, A.I., Milidonis, A., Charalambous, C.A., 2015. Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems. Energy Policy 79, 150-160
  • Milidonis, A., and K. Stathopoulos. Managerial Incentives, Risk Aversion and Debt, Journal of Financial and Quantitative Analysis 49, 453-481.
  • *Milidonis, A. 2013. Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings, Journal of Banking and Finance 37, 3716-3732.
  • Charalambous, C.A., Milidonis, A., Hirodontis, S., Lazari, A., 2013. Loss evaluation and total ownership cost of power transformers-part II: Application of method and numerical results. IEEE Transactions on Power Delivery 28, 1881-1889.
  • Charalambous, C.A., Milidonis, A., Lazari, A., Nikolaidis, A.I., 2013. Loss evaluation and total ownership cost of power transformers-part I: A comprehensive method. IEEE Transactions on Power Delivery 28, 1872-1880
  • **Milidonis, A., and K. Stathopoulos. 2011. Do US Insurance Firms Offer the ‘Wrong’ Incentives to their Executives? Journal of Risk and Insurance 78, 643-672.
  • Milidonis, A., Y., Lin, and S.H., Cox. 2011. Mortality Regimes and Pricing. North American Actuarial Journal 15, 266-289.
  • Milidonis, A., and M.F. Grace. 2008. Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida. ASTIN Bulletin 38, 13-51.
  • Milidonis, A., and S. Wang. 2007. Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models. North American Actuarial Journal 11, 42-60.

*This paper has won the best paper award at the 2012 EGRIE meeting.

**This paper has been nominated for the 2011 Lloyd’s Science of Risk Prize.

 
Powered by Community Builder