Dr. Apostolos Kourtis

Contact Address: , Tel: +44 (0) 1603 591387 Information of , E-mail: [email protected] NR4 7TJ, UK

Academic Head of the Finance Group & Senior Lecturer (Associate Professor) in Fi- Experience nance, Norwich Business School, University of East Anglia, Norwich, UK, 2015-present

Visiting Research Fellow, Department of Management Science and Technology, Athens University of Economics and Business, Athens, Greece, 2010-present

Lecturer (Assistant Professor) in Finance, Norwich Business School, University of East Anglia, Norwich, UK, 2010-2015

Visiting Lecturer, Technological Institute of Piraeus, Piraeus, Greece, 2010

Teaching Assistant, Department of Management Science and Technology, Athens University of Economics and Business, Athens, Greece, 2006-2010

Education University of East Anglia Centre for Staff and Educational Practice Norwich, UK PG Certificate in Higher Education Practice, December, 2012

Athens University of Economics and Business Department of Management Science and Technology Athens, Greece

Ph.D., Finance, May 2010 ˆ Thesis Title: Portfolio Selection with Parameter Uncertainty

University of Oxford, St. Hughs College Oxford University Computing Laboratory and Oxford Mathematical Institute Oxford, M.Sc., Applied and Computational Mathematics, September 2004

University of Athens, Department of Mathematics Athens, Greece B.Sc., Mathematics, June 2003 ˆ Specialisation: Applied Mathematics

Research Portfolio selection, asset pricing, statisical estimation, empirical finance, mathematical Interests modelling, scientific computing.

1 of 5 Publications Kourtis A. and R. N. Markellos, 2011. “Traded American Options are Bermu- dan,” Managerial Finance 37, 978-984. Kourtis A., G. Dotsis and R. N. Markellos, 2012. “Parameter Uncertainty in Port- folio Selection: Shrinking the Inverse Covariance Matrix,” Journal of Bank- ing and Finance 36, 2522-2531.

Kourtis A., R. N. Markellos and D. Psychoyios, 2012. “Wine Price Risk Manage- ment: International Diversification and Derivative Instruments,” Interna- tional Review of Financial Analysis 22, 30-37. Kourtis A., 2014. “On the Distribution and Estimation of Trading Costs,” Journal of Empirical Finance 28, 104-117. Kourtis A., 2015. “A Stability Approach to Mean-Variance Optimization,” Financial Review, 50, 301-330. Kourtis A., R. N. Markellos and L. Symeonidis, 2016. “An International Com- parison of Implied, Realized and GARCH Volatility Forecasts,” Journal of Futures Markets, 36, 1164-1193. Kourtis A., 2016. “The Sharpe Ratio of Estimated Mean-Variance Efficient Portfolios,” Finance Research Letters, 17, 72-78.

Grants & SANFI and University of Cantabria, Spain Awards ˆ “Augusto Gonzalez Linares” award to attract international talent in strategic areas, 2014.

University of East Anglia, UK ˆ Social Sciences Faculty - Associate Dean of Enterprise Competition for funding new enterprise projects, 2012.

University of East Anglia, UK ˆ Ex-gratia Performance Payment, 2011.

Athens University of Economics and Business, Greece ˆ Basic Research Funding Competition, 2010.

State Scholarships Foundation (IKY), Greece ˆ PhD Scholarship (1st Place in National Exams), 2006-2010. ˆ Undergraduate Scholarship for Exceptional Performance, 2001, 2002.

Engineering and Physical Sciences Research Council (EPSRC), UK ˆ Graduate Scholarship, 2003-2004.

Selected media Financial Times (20/06/2012 and 25/06/2012) coverage Telegraph (31/05/2012) Daily Mail (31/05/2012) HedgeWeek (05/06/2012)

Research Visits Department of Business and Economics, University of Cantabria, Spain, 25 October - 2 November, 2014.

Olin Business School, Washington University at St Louis, USA, 20 February - 2 March, 2012.

2 of 5 Conference 21st Annual Global Finance Conference, Dubai, UAE, March 2014. Presentations 2013 European Financial Management Association Annual Meetings, Read- ing, UK, June 2013.

3rd International Conference of the Financial Engineering and Banking So- ciety, Paris, France, June 2013.

2012 European Financial Management Association Annual Meetings, Barcelona, Spain, June 2012.

29th Spring International Conference of the French Finance Association, Strasbourg, France, May 2012.

2nd World Finance Conference, Rhodes, Greece, June 2011.

7th Winter Finance Summit, Austria, March 2011.

4th International Conference on Computational and Financial Economet- rics, London, UK, December 2010.

28th European Meeting of Statisticians (EMS), Piraeus, Greece, August 2010.

2010 Symposium on Frontiers in Financial Research (SFFR), Athens, Greece, July 2010.

35th Annual Meeting of the European Finance Association (EFA) (Discus- sant), Athens, Greece, August 2008.

Invited University of East Anglia, UK, February 2015. Talks-Seminars University of Cantabria, Spain, October 2014. University of East Anglia, UK, February 2014. University of East Anglia, UK, February 2013. , UK, November, 2012. Washington University at St Louis, USA. February, 2012. University of , UK, December, 2011. , UK, November, 2011. University of Leeds, UK, March, 2011.

Teaching Experience Norwich Business School, University of East Anglia Norwich, UK, 2010-2014 ˆ Business Finance (2nd level undergraduate) ˆ Financial Modelling (3rd level undergraduate) ˆ Investment Management (3rd level undergraduate) ˆ Corporate Financial Management (MSc) ˆ Advances in Financial Management (MSc) ˆ Critical Issues in Accounting and Business Finance Research (MSc) ˆ Finance and Management Accounting (MBA) ˆ Corporate Finance (MBA)

Technological Institute of Piraeus Piraeus, Greece, 2010

3 of 5 ˆ Mergers and Acquisitions (MSc)

Athens University of Economics and Business Athens, Greece, 2006-2010 ˆ Financial Management (2nd level undergraduate) ˆ Analysis of Financial Statements (3rd level undergraduate)

Administrative Head of the Finance Group, Norwich Business School, 2015-present Duties South East Network for Social Sciences, School Representative, Norwich Business School, 2015-present MSc in Banking & Finance, Course Developer, Norwich Business School, 2015-2016. MSc in Finance & Management, Course Leader, Norwich Business School, 2015- present MSc in Investment and Financial Management, Course Leader, Norwich Business School, 2013-present Coordinator of Finance Research Seminars, Norwich Business School, 2015- present CFA Institute, Principal Contact Person at Norwich Business School, 2013-present Research Ethics Committee, Member, Norwich Business School, 2012-present Liaison for Bloomberg and Thomson Reuters at Norwich Business School, 2013- present

Professional Ministry of Development and Economic Chamber of Greece, Athens, Greece, Experience 2007-2008 Advisory Services: “How to expand financing for SMEs”

Olympic Stadium, Athens, Greece, 2006-2007 Advisory Services: “Strategic and Business Planning”

PhD Student Saif Al Mutairi, “Essays in Asset Pricing,” 2016-present Supervision Lucia Murgia, “Essays in Behavioural Corporate Finance,” 2016-present

Trung Le, “Forecasting Higher Moments for Financial Decision-Making,” 2016-present

Efthymia Symitsi, “Extensions of Portfolio Theory and Asset Pricing to Incorpo- rate Digital Information and Sentiment,” 2013-2017

Yichun Wang, “Essays in Behavioural Finance and Sentiment Analysis,” 2012-2015.

Professional Higher Education Academy, Fellow, 2013-present Associations CFA Institute, Principal Contact Person at the University of East Anglia, 2013- present American Finance Association, Member, 2009-present European Finance Association, Member, 2008-present Eastern Finance Association, Member, 2014-present

4 of 5 External University of Nicosia, Nicosia, Cyprus, 2015. External examiner for the MSc in Dig- Examiner ital Currency. Appointments University of Cantabria, Santander, Spain, 2015. External examiner for PhD Ex- amination. , , UK, 2017. External examiner for PhD Examination.

Refereeing Economic Journal, Journal of Banking and Finance, Journal of Empirical Finance, Eu- ropean Journal of Finance, International Review of Financial Analysis, Quantitative Finance, European Journal of Operational Research, British Journal of Management, Computational Finance, Quarterly Review of Finance and Economics, Financial Mar- kets and Portfolio Management, Optimization Letters, Journal of Selected Topics in Signal Processing.

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