COSTAS XIOUROS
22893607
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ASSOCIATE PROFESSOR
Faculty of Economics and Management
FEB 01 - Faculty of Economics and Management, 115
University Campus
Costas Xiouros holds a Ph.D. in Finance from the University of Southern California, and an MSc in Financial Mathematics, and a BSc in Accounting and Finance, from the University of Warwick.
His research interests are in the area of general equilibrium asset pricing with a particular focus on the determinants of expected returns and asset price fluctuations. In much of his research, he investigate the effects of heterogeneity across agents.
His research interests are in the area of general equilibrium asset pricing with a particular focus on the determinants of expected returns and asset price fluctuations. In much of his research, he investigate the effects of heterogeneity across agents.
He has taught a variety of topics at all levels, ranging from financial management, risk management and derivatives, to investments and strategic asset allocation.
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Asset pricing theory (general and partial equilibrium models, time-series and cross-sectional)
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Empirical asset pricing (time-series and cross-sectional)
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Heterogeneous agents
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Trading volume
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Macroeconomy, monetary policy, and asset prices
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Strategic asset allocation
Disagreement, information quality and asset prices, with Fernando Zapatero, Journal of Financial Economics, 2024, Volume 153, Article 103774}.
Risk aversion sensitive real business cycles, with Z.Chen, I. Cooper and P. Ehling, Management Science, April 2021, 67(4):2483-2499.
Handling of the Laiki Bank ELA and the Cyprus Bail-in Package, The Cyprus Bail-in: Policy Lessons from the Cyprus Economic Crisis, Imperial College Press, 2016, p. 33-102.
The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion, with Fernando Zapatero, Review of Financial Studies, 2010, 23(8): 3017--3047.
Credit Risk Optimization Using Factor Models, with David Saunders and Stavros Zenios, Annals of Operations Research, July 2007, 152(1): 49--77.
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests, with David Saunders, Stavros Zenios and Marios Nerouppos, Multinational Finance Journal, 2006, 10(3): 179--221.