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Optimal Hedge Ratio Estimation and Effectiveness using ARCD

Raphael Markellos is Senior Lecturer in Quantitative Finance at the Department of Management Science and Technology and the MBA International of Athens University of Economics and Business (AUEB).
Event information
Date 7 February 2007
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He is also Visiting Research Fellow at the Centre for International Financial and Economic Research (CIFER), Loughborough University, UK. He read for his PhD at the Department of Economics, Loughborough University, UK as a Junior Research Fellow of the Royal Economic Society. He has over 30 publications in international academic journals and books and is a regular speaker at international conferences. At present he is co-authoring with T.C. Mills the 3rd edition of the book ?The econometric modelling of financial time series? (Cambridge University Press). His current research interests are in estimation risk, volatility, real options, and, carbon markets. Markellos has extensive consulting experience working for organizations in the US, UK, Germany and Greece.