Portrait of Dr Nikolaos Voukelatos

Dr Nikolaos Voukelatos

Senior Lecturer in Finance

About

Dr Nikolaos Voukelatos is a Senior Lecturer in Finance and the Director of the MSc Finance Suite. He holds a PhD in Finance from Lancaster University (2009).

Research interests

Option returns, option-implied information, forecasting, hedge funds and cross-sectional asset pricing.

Teaching

  • Quantitative Methods
  • Fixed Income Markets
  • Finance with Excel
  • Research Methods and Skills

Student Consultation Hour Appointments can be made here

Supervision

Dr Nikolaos Voukelatos has supervised a number of PhD students. He welcomes applications related to his research areas: 

  • Option-implied distributions
  • Option returns
  • Detecting priced factors in the cross-section of asset returns
  • Hedge fund performance

Current supervisees

  • Xiaohang Sun: Decomposition of Option Implied information and Its Applications
  • Iraklis Apergis: The Predictive Content of Option Prices for Asset Returns
  • Eirini Bersimi: Volatility Forecasting and Asset Allocation in Portfolio Management
  • Alexander LancasterDefault Risk Correlations: The relationship between competition intensity changing events and default risk correlations within industries. 

Past supervisees

  • Andromachi Papachristopoulou: Policy uncertainty: Implications for financial sector stability
  • Catalin Cantia: Levy Factor Models for Financial Applications 
  • Enoch Quaye: Volatility Relations in Stocks, Dividends, and Lifetime Income
  • Seyedmehdi Hosseini: Stock Market and Its Determinants: Three Empirical Studies


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