Nikolaos Tessaromatis
Professor
Main contributions
Journal of Banking & Finance (2020), Quantitative Finance (2018), Financial Analysts Journal (2017), European Financial Management (2017), Bankers, Markets & Investors (2014), Journal of Asset Management (2012), Journal of Banking & Finance (2012 ; 2013), International Review of Economics and Finance (2009), Applied Financial Economics (2008), International Review of Financial Analysis (2008), Journal of Portfolio Management (2004), Managerial Finance (2001), Journal of Banking and Finance (1990 ; 2015 ; 2020), The Journal of International Securities Market (1990), Journal of Business Finance and Accounting (1989), The Business Economist (1985)
Bio
Publications of Nikolaos Tessaromatis
The disappearing profitability of volatility-managed equity factors
Journal of Financial Markets, Volume 65, July 2023
Forecasting the Long-Term Equity Premium for Asset Allocation
Financial Analysts Journal, May 2022, Pages 1 - 53
Factor based commodity investing
Journal of Banking and Finance, Volume 115, March 2020, Pages 1 - 19
Real Estate Factor Modelling: A Literature Review
Real estate factor modelling, June 2018, Pages 1 - 13
Factor-Based Commodity Investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
Derniers articles EDHEC Vox
Brexit as seen by the experts at EDHEC Business School
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Olivier Beddeleem ,
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Ludovic Cailluet , Professor, Associate Dean
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Arnaud Chéron ,
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Emmanuel Metais , Dean of EDHEC Business School
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Dominic O'Kane , Professor
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Nikolaos Tessaromatis , Professor
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Philippe Very , Professor of Strategy