Dr Christos Argyropoulos
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Email
c.argyropoulos@essex.ac.uk -
Telephone
+44 (0) 1206 874670
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Location
EBS.2.67, Colchester Campus
Profile
Qualifications
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MSc in Actuarial Science and Risk Management University of Piraeus, (2012)
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PhD in Finance University of Kent, (2017)
Appointments
Other academic
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Lecturer in Finance, Department of Accounting and Finance, Lancaster University (11/9/2017 - 30/4/2020)
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Lecturer in Finance, Department of Mathematical Sciences, University of Essex (1/6/2017 - 30/6/2017)
Research and professional activities
Research interests
Financial Econometrics
Financial Forecasting
Alternative Investments
Teaching and supervision
Current teaching responsibilities
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Empirical Finance (BE333)
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Alternative Investments (BE633)
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Research Methods in Finance (BE953)
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Research Methods in Financial Econometrics (BE990)
Publications
Journal articles (4)
Argyropoulos, C., Candelon, B., Hasse, J-B. and Panopoulou, E., (2023). Towards a Macroprudential Regulatory Framework for Mutual Funds. International Journal of Finance and Economics
Argyropoulos, C., Panopoulou, E., Nikolaos, V. and Zheng, T., (2022). Hedge Fund Return Predictability in the Presence of Model Risk. The European Journal of Finance. 28 (18), 1892-1916
Argyropoulos, C. and Panopoulou, E., (2019). Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis. 64, 22-37
Argyropoulos, C. and Panopoulou, E., (2018). Measuring the market risk of freight rates: A forecast combination approach. Journal of Forecasting. 37 (2), 201-224
