GEORGIOS SKOULAKIS
CURRICULUM VITAE CONTACT INFORMATION 4453 Van Munching Hall, Department of Finance R. H. Smith School of Business, University of Maryland College Park, MD 20742 Phone number: (301) 405-2934 E-mail: WWW: EDUCATION PH.D., FINANCE, 2006, Northwestern University PH.D., STATISTICS, 1999, University of North Carolina at Chapel Hill B.S., MATHEMATICS, 1993, University of Athens, Greece ACADEMIC EMPLOYMENT 2006-present, Assistant Professor of Finance, University of Maryland RESEARCH INTERESTS Portfolio Choice, Asset Pricing, Computational Economics, Econometrics PUBLICATIONS Time series mixtures of generalized experts: ML estimation and an
application to stock return density forecasting, (with A. Carvalho), 2008,
Econometric Reviews
Numerical solutions to dynamic portfolio problems: The case for value
function iteration using Taylor approximation, (with L. Garlappi), 2009,
Computational Economics
33, 193-207, 2009.
A recursive formula for computing central moments of a multivariate lognormal distribution,
The American Statistician
62, 147-150, 2008.
Ergodicity and existence of moments for local mixtures of linear autoregressions (with A. Carvalho),
71, 313-
322, 2005. Generalized method of moments: applications in Finance (with R. Jagannathan and Z. Wang),
20,
470-481, 2002. Superprocesses over a stochastic flow (with R. J. Adler),
Annals of Applied
Probability
11, 488-543, 2001.
A general shock model for a reliability system,
Journal of Applied Probability
37, 925-935, 2000.
WORKING PAPERS
Do subjective expectations explain asset pricing puzzles?, (with G. Bakshi),
2009.
A state variable decomposition methodology for solving portfolio choice
problems, (with L. Garlappi), 2008.
Taylor series approximations to expected utility and portfolio choice, (with L.
Garlappi), 2008.
Dynamic portfolio choice with Bayesian learning, 2008.
Panel data inference in Finance: Least-squares vs Fama-MacBeth, 2006.
Assessment of asset pricing models using cross-sectional regressions, 2005.
On a paradox in GMM estimation with nuisance parameters, 2006.
SEMINAR PRESENTATIONS
2008: Board of Governors of Federal Reserve System, Lehman Brothers,
George Washington University
2007: Tilburg University, Maastricht University
2006: Federal Reserve Bank of New York, Lehman Brothers, McGill
University, University of California at Berkeley, University of Chicago,
University of Maryland, University of Minnesota, University of Texas at
Austin, University of Toronto, Washington University
2005: University of Houston
CONFERENCE PARTICIPATION
AFA 2005 (discussant)
WFA 2005, 2006, 2007 (discussant)
FMA 2007 (discussant)
WFA 2008 (presenter)
EFA 2008 (presenter)
REFEREE FOR
Computational Economics, Econometrica
4OR: a Quarterly Journal of
Operations Research
Journal of Banking and Finance, Journal of Empirical
Finance, Journal of Finance
Journal of Financial Econometrics, Journal of
Financial Services Research, Management Science
Review of Financial
Studies
Quantitative Finance, Quarterly Review of Economics and Finance
HONORS & AWARDS
University of Maryland General Research Board Summer Award, 2007
Fellowship, Institute on Computational Economics, U. of Chicago, 2005
Graduate student fellowship, Northwestern U., 2000-2006
AFA student travel award, 2003
Gerondelis foundation scholarship, 2000-2001
Graduate student fellowship, U. of North Carolina, 1994-1999
1st among September 1993 graduates, Dept. of Mathematics, U. of Athens
TEACHING EXPERIENCE
Instructor, University of Maryland
Undergraduate, Investments (Fall 2006, Fall 2007, Fall 2008)
Teaching Assistant, Northwestern University
PhD, Financial Econometrics (Winter 2005)
PhD, Econometrics (Winter & Spring 2003, Winter 2004)
PhD, Asset Pricing (Spring 2002)
MBA, Finance (Summer 2001)
Instructor, University of North Carolina at Chapel Hill
Probability and Statistics for Business (Summer & Fall 1999, Spring 2000)
Introductory Statistics (Spring 1996, Spring 1997)
, forthcoming. http://www.rhsmith.umd.edu/finance/faculty/skoulakis.aspx This e-mail address is being protected from spambots. You need JavaScript enabled to view it
