Meet Georgios Skoulakis
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.
- "Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach", Journal of Econometrics, 204, 2018, 159-188.
- "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.