Panagiotis Schizas

Affiliation: Economist at Ministry of Finance, Investment Analyst and Fixed Income Portfolio Manager of Marfin Asset Management
Expertise: Applied Finance & Econometrics
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Short biographical note

Dr Panagiotis Schizas is a visiting Lecturer of Applied Finance & Econometrics, and Economist at Ministry of Finance. He holds a B.A in Economics from University of Athens (Greece) and a M.Sc. in Financial Management (2003) from University of Essex (UK). His Ph.D. was in applied econometrics (2010) from University Of Peloponnese (Greece) in association with The Graduate Center of City University of New York where he has been member of the PhD program in Economics. He has been also being a visiting researcher in B. Baruch Zicklin School of Business of City University of New York.

Dr Panagiotis Schizas has been Investment Analyst and Fixed Income Portfolio Manager of Marfin Asset Management in Greece, and has been awarded as the Best Fixed Income Fund Manager for the year 2012.

His interests are concentrated on quantitative trading strategies basically on exchange traded funds where he created a novel relative pricing model that captures the asymmetric response either of the prices of the volatility. Based on this model, his job market paper has been awarded as Outstanding PhD research in Finance area – acknowledged as all time top ten papers in the financial market category at SSRN and was asked to publish part of his work to the book “Portfolio Management” published by Oxford University press.

Part of his work has been presented in several conferences among other in B. Baruch Business School at CUNY, and the worldwide well-known FMA Annual Meeting in US in 2011.

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Collaboration Summary

Degree Programmes:
MA in International Relations & Governance

Academic years: