Member of the Coordinating Committee of the Postgraduate Programme
Georgios Dotsis is Assistant Professor of Finance in the Department of Economics of the National and Kapodistrian University of Athens. He graduated from the Department of Economic Science of the Athens University of Economics and holds a master’s degree in Financial Mathematics from the Cass Business School of Great Britain. He completed his doctoral thesis on Finance in the Department of Administrative Science and Technology of the Athens University of Economics. From 2006-2011 he worked as a Lecturer and then as a Senior Lecturer in Finance at the Essex Business School of the University of Essex, Great Britain. His research interests focus on securities valuation, investment assessment, financial institution analysis and financial history. He is the author of the book IOU, Money and Banking System, Utopia editions. He has worked as a scientific advisor to companies and organisations in financial analysis and investment.
- Dotsis G. (2021) “Bank capital and the Modigliani-Miller theorem when loans create deposits”, working paper.
- Dotsis (2020) “Investment under uncertainty with a zero lower bound on interest rates”, Economics Letters, vol. 188, pp. 1-3.
- Dotsis (2020) “Option pricing methods in the City of London during the late 19th Century”, Quantitative Finance, vol. 20, pp. 709-719. Featured in VoxEU, BloombergView.
- Triantafyllou, A., Dotsis, G., and Sarris, A. (2020) «Assessing the vulnerability to price spikes in agricultural commodity market, Journal of Agricultural Economics, vol. 71, pp. 631–651.
- Chronopoulos, G. Dotsis and N. Milonas (2020) “International evidence on the determinants of domestic sovereign debt bank holdings”, Journal of Financial Services Research, vol. 58, 143–160.
- Triantafyllou, A., Dotsis, G. (2017) “Option-implied expectations in commodity markets and monetary policy”, Journal of International Money and Finance, vol. 77, pp.1-17.
- Dotsis, G. (2017), “The Market price of risk of the variance term structure”, Journal of Banking and Finance, vol. 84, pp. 41-52.
Grypario Megaron, office 610