Prof Raphael Markellos

Raphael Markellos is Associate Professor of Quantitative Finance at the Athens University of Economics and Business (AUEB). Dr Markellos has 15 years of experience in training and consulting in finance and quantitative analysis for organizations in the US, UK, Germany, Luxemburg and Greece. He has published several papers in leading journals and is a regular speaker at academic and professional conferences. In 2008 he published with Professor Terence Mills the 3rd edition of the now classic graduate monograph The Econometric Modelling of Financial Time Series by Cambridge University Press which has been used as teaching material in ivy league schools across the US and UK. His recent research deals mostly with financial decision making in the presence of estimation risk and abrupt changes, information markets and carbon finance. More details on his recent work can be drawn from his personal homepage and blog.

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