Iraklis Apergis

About

Qualifications 
MSc Statistics, Athens University of Economics and Business
BSc Statistics and Insurance, University of Piraeus

Research interests

The Predictive Content of Option Prices for Asset Returns
Incorporating option-implied forecasts for the construction of portfolios that are superior in perfomance compared to others which employ different methodologies. With a main focus being on the estimation of the aforementioned forecasts that will allow for this goal to be achieved. Aiming to investigate amongst various, and long used, forecasting methodologies currently in the literature, along with novel ones; in terms of their performance and accuracy.

Teaching

Supervision

Supervisors
Dr Nikolaos Voukelatos 
Dr Jaideep Oberoi
1st Supervisor's Research Group
Finance

Professional