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Asset Allocation with Option-Implied Distributions: A foward-Looking Approach

Alex Kostakis is a Lecturer in Finance at the Department of Economics of the University of Glasgow.
Event information
Date 4th March 2009
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He holds a degree in Banking and Financial Management from the University of Piraeus, an MSc in Econometrics and Economics and PhD in Economics from the University of York. He previously held a postdoctoral research fellowship at the University of York, funded by Norwich Union. His main research interests lie in the areas of asset allocation, asset pricing and fund management.