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).
Option returns, option-implied information, forecasting, hedge funds and cross-sectional asset pricing.
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
- 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 Lancaster: Default Risk Correlations: The relationship between competition intensity changing events and default risk correlations within industries.
- 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