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Georgios Skoulakis

Georgios Skoulakis

PhD (UNC), PhD (Northwestern)
Assistant Professor, Finance Division

Georgios holds a B.Sc. in Mathematics from the National and Kapodistrian University of Athens, Greece, a Ph.D. in Statistics from the University of North Carolina, Chapel Hill, and a Ph.D. in Finance from Northwestern University. Prior to its appointment at UBC, he was an Assistant Professor of Finance at the Smith School of Business, University of Maryland. His research interests cover topics in asset pricing, portfolio choice, computational methods in economics, and financial econometrics.

Contact Information

Office Henry Angus (HA 863)
Tel (604) 827-3152
Email georgios.skoulakis@sauder.ubc.ca

Research Interests

  • Portfolio Choice
  • Asset Pricing
  • Computational Economics
  • Econometrics

Courses Taught in 2016-17

  • Investment Theory (BComm/COEC)

Selected Recent Publications

  •  "On the quality of Taylor approximations to expected utility", Applied Financial Economics, 22, 2012, 863-876.
  • "Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios" (with G. Bakshi and G. Panayotov), Journal of Financial Economics, 100, 2011, 475-495.
  • “Taylor series approximations to expected utility and optimal portfolio choice” (with L. Garlappi), Mathematics and Financial Economics, 5, 2011, 121-156.
  • "Solving consumption and portfolio choice problems: The state variable decomposition method" (with L. Garlappi), Review of Financial Studies, 23, 2010, 3346-3400.
  • "Do subjective expectations explain asset pricing puzzles?" (with G. Bakshi), Journal of Financial Economics, 98, 2010, 462-477.

Links and Other Information