Researchers of the Institute of Statistical Research, Analysis and Documentation are all the faculty members of the Department of Statistics, of the Athens University of Economics and Business:
Dellaportas Petros, Professor
Dimaki Katerina, Professor (ret.)
Frangos Nikolaos, Professor
Karlis Dimitris, Professor
Kostaki Anastasia, Professor
Kyriakidis Epameinondas, Professor
Ntzoufras Ioannis, Professor
Panaretos John, Professor (ret.)
Panas Epameinondas, Professor (ret.)
Psarakis Stelios, Professor
Vasdekis Vasileios, Professor
Xekalaki Evdokia, Professor (ret.)
Yannacopoulos Athanasios, Professor
Zazanis Michael, Professor
Kandilorou Eleni, Associate Professor
Livada Alexandra, Associate Professor
Μerkouris Panagiotis, Associate Professor
Pavlopoulos Haralambos, Associate Professor
Tsiamyrtzis Panagiotis, Associate Professor
Vrontos Ioannis, Associate Professor
Besbeas Panagiotis, Assistant Professor
Demiris Nikolaos, Assistant Professor
Ioannidis Evangelos, Assistant Professor
Papageorgiou Ioulia, Assistant Professor
Zimbidis Alexandros, Assistant Professor
Associate Researchers:
Beskos Alexandros, Associate Professor (on a tenure track), Department of Statistics & Applied Probability, National University of Singapore.
Research Interests: Bayesian Statistics, Computational Statistics, Sequential Monte-Carlo, Markov chain Monte-Carlo, Particle Filtering, Data Assimilation
Sogiakas Vasilios, Lecturer in Finance, University of Glasgow, Adam Smith Business School (Economics)
Vasilios Sogiakas has research interests in the area of Quantitative Finance. More specifically, his research papers refer to the investigation of the informational efficiency of financial markets, the price discovery mechanism as well as the spill-over effects of spot and derivatives products. He is currently working on portfolio management by investigating investors’ optimization functions conditional on firms’ fundamentals and the inherent diversification premium. Another strand of his current research agenda focuses on the investigation of the macro-, funding- and market- liquidity premia embedded on asset pricing models.