Daniel Giamouridis

Research Associate
Accounting, Law and Finance Department
EDHEC Business School
Greece

Biography

Dr. Daniel Giamouridis is an Associate Professor in the Department of Accounting and Finance of the Athens University of Economics and Business since 2003. He is also a Senior Visiting fellow at the Cass Business School of City University and a Research Associate at the EDHEC Risk Institute. He holds a Ph.D. in Finance from City University, and a MEng in Mechanical and Marine Engineering from the National Technical University of Athens. Daniel Giamouridis’ teaching and research interests include quantitative asset management and alternative investments. His research has received funding/awards from the ‘Dauphine-Amundi Chair in Asset Management’, ‘INQUIRE UK’, ‘Athens University of Economics and Business’, ‘Carefin – Bocconi’, ‘Cass Business School’, ‘D.N. Chorafas Foundation’, the ‘Alexander S. Onassis’ Public Benefit Foundation, ‘Astron Maritime Co. SA’, and the ‘Eugenides Foundation’. He has published in academic journals, such as the European Financial Management Journal, Journal of Alternative Investments, Journal of Asset Management, Journal of Banking and Finance, Journal of Financial Research, Journal of Derivatives, Journal of Futures Markets, Journal of Portfolio Management, Journal of Risk. Daniel Giamouridis has been working closely with international financial institutions in areas such as quantitative equity research, hedge fund replication, asset management, and derivatives valuation.

Research Intrest

Finance management, Financial Risk management and Banking and Finance

List of Publications
Dupleich Ulloa, M. R., D. Giamouridis, S. Mesomeris, and N. Noorizadeh, 2009, Unbundling common style exposures, time variance and style timing of hedge fund beta, Journal of Asset Management, 11, 1, 19 – 30.
Giamouridis, D. and S. Paterlini, 2010, Regular(ized) Hedge Fund Clones, Journal of Financial Research, 33, 3, 223 - 247.
Giamouridis, D. and C. Montagu, 2012, The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager’s Perspective, European Financial Management.
Miller, K. L., C. Ooi, H. Li, and D. Giamouridis, 2013, Size Rotation in the US Equity Market, Journal of Portfolio Management, 39, 2, 116-127.
Angelidis, T., D. Giamouridis, and N. Tessaromatis, 2013, Revisiting Mutual Fund Performance Evaluation, Journal of Banking and Finance, forthcoming

Global Scientific Words in Business and Management