Dr Nikolaos Voukelatos

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.

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

Student Consultation Hour Appointments can be made here

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 Lancaster: Default 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