Michalis Anthropelos
Editorial Board, Risk Sciences
University of Piraeus, Piraeus, Greece
University of Piraeus, Piraeus, Greece
Michalis Anthropelos is Associate Professor of Mathematical Finance at the Department of Banking and Financial Management of the University of Piraeus.
His research interests lie in the field of Mathematical Finance. He works on problems related to optimal investment of pension funds, equilibria in non-competitive financial markets and contingent-claim pricing. Recently, he has been awarded a research grant from Hellenic Foundation of Reasearch and Innovation (ΕΛΙΔΕΚ), for a three-year project titled “Valuation and Optimal Investment of Pension Plans” (started in March 2022).
His work has been published in all leading academic journals in the field of Mathematical Finance such as Finance and Stochastics, Mathematical Finance, Annals of Applied Probability and SIAM Journal of Financial Mathematics, but also in esteemed journals of broader interest such as Journal of Economic Theory and Review of Finance.
In the past, he had served as visiting Scholar in Department of Statistics of London School of Economics (Summer 2017) and as visiting Assistant Professor in Questrom School of Business of Boston University (sabbatical leave in Fall 2019).
He also serves as a chairman of the investment committee for several occupational pension funds in Greece, and has provided a number of executive training courses on the topics of asset liability management and liability-driven investment strategies.
He hold a PhD in Mathematics from the University of Texas at Austin, an MA in Mathematical Finance from the Columbia University and a BA in Statistics and Actuarial Science from the University of Piraeus (ranked first in the class).
