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Risk Measurement for a Fund of Hedge Funds Portfolio including 'Alpha' Risk and Tail Risk

Event information
Date 28 October 2009
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

Apostolos is responsible for leading the development of our quantitative analysis platform and is a member of the Risk Committee. Prior to joining Caliburn Capital, Apostolos worked as a consultant in the area of risk management for Schroder Investment Management's fund of hedge funds (principally developing that firm's quantitative analysis and risk management tools). Concurrently, Apostolos worked as a lecturer at the ICMA Centre, University of Reading and at Cass Business School, City University in the UK. In addition, he has worked as a cost analyst for construction projects and as a quantitative equity analyst. Apostolos? academic research has focused on the modelling of extreme equity price movements and he has published in top academic journals on the evolution of speculative bubbles. Apostolos graduated from Athens University of Economics and Business, Greece, with a Bachelor and a Masters in International and European Economics. Following this, he undertook a Masters in International Securities Investment and Banking at the ICMA Centre, University of Reading, UK, and graduated with distinction. He completed a PhD in Finance at the ICMA Centre, with the thesis of 'Periodically Collapsing Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index 1888-2001'.