Projects per year
Personal profile
Biography
I am Professor of Finance at Norwich Business School (NBS), University of East Anglia (UEA). I am also a member of the Centre for Competition Policy (CCP) at UEA and the Centre for Science and Policy (CSaP) at University of Cambridge. I hold a Distinguished Professorship in the Lee Shau Kee School of Business and Administration, Hong Kong Metropolitan University. In the past I was an Associate Professor at Athens University of Economics and Business and a Royal Economic Society Junior Fellow at the Department of Economics, Loughborough University.
I am a Faculty Advisor for Harvard Business Publishing and a Senior Fellow of the Higher Education Academy (HEA). I have taught a variety of subjects at undegraduate, postgraduate and executive level over the past 25 years in corporate finance, investments, risk management and quantitative methods. I have a particular interest in edutech, online training and the use of simulations. I co-organise annually through the British Academy of Management (BAM), a Finance Teaching Workshop where the latest developments in university teaching and vocational training in the subject area of finance are discussed.
Through my research I have made contributions in three main directions: information finance, estimation risk and environmental finance. My earlier work in the 1990s focused on applications of AI in analysing big data in finance. I'm particularly interested in solving business decision problems using innovative models and datasets. Many of the methodologies that I employ are described in the 3rd edition of the best selling monograph "The Econometric Modelling of Financial Time Series" (by Cambridge University Press), which I have co-authored with Terry Mills. For bibliometrics of my work see SSRN, Google Scholar, IDEAS and ResearchGate. I have 37 papers recorded in Scopus (Google citations) with over 1,300 (4,200) citations.
I am founder and co-organiser of the International Symposium in Finance (ISF) and the British Academy of Management (BAM) Financial Management Special Interest Group (SIG). I am a regular speaker at academic and professional conferences. My work has attracted considerable funding and attention by media such as Reuters, Bloomberg, Financial Times, BBC, Forbes, Wallstreet, and Daily Telegraph. I am currently also on the board of the East Anglia Committee of Chartered Institute for Securities & Investment (CISI) and have worked closely with the Norwich Financial Industry Group (FIG) for several years (until recently as a board member). I am an Affiliate Member of the CISI and Fellow of the Chartered Management Institute (CMI).
My professional experience includes 25 years of consulting and training for organizations in the US, UK, Hong Kong, Germany, Greece and Luxembourg. My interests and expertise are mostly linked to my research. At present, I'm doing work mostly on data analytics for regulated firms. I am also involved in an impact project focusing on the strategic development of business clusters.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Keywords
- Finance
- Statistics in Social Sciences
Network
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International Symposium in Finance
Cyprus University of Technology
1/04/18 → 31/03/21
Project: Research
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Intelligent Community Energy
Chalvatzis, K., Morin, H., Bazin, J., Connor, P., Daniels, K., Eib, C., Gallo, A., Iglesias, G., Lettice, F., Markellos, R., Mishra, N., Monbet, P., Portal-Sellin, R., Powell, S., Tregaskis, O. & Zhang, M.
European Regional Development Fund
29/06/16 → 31/03/23
Project: Research
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Technology Innovation for the Local Scale, Optimum Integration of Battery Energy Storage
Chalvatzis, K., Kaldellis, J., Bell, E., Daniels, K., Dobson, P., Finegan, A., Garyfalakis, S., Haack, D., Hahndorf, I., Hargreaves, T., Lettice, F., Magnor, D., Mantzaris, N., Markellos, R., Merten, J., Notton, G., Ortiz, B., Patsaka, T., Suarez, S. & Vona, M.
1/02/15 → 31/01/19
Project: Research
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Modeling skewness in portfolio choice
Le, T. H., Kourtis, A. & Markellos, R., Jun 2023, In: Journal of Futures Markets. 43, 6, p. 734-770 37 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Downloads (Pure) -
Keyword portfolio optimization in paid search advertising
Symitsi, E., Markellos, R. N. & Mantrala, M. K., 1 Dec 2022, In: European Journal of Operational Research. 303, 2, p. 767-778 12 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)8 Downloads (Pure) -
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry
Fotaki, M., Kourtis, A. & Markellos, R., 16 Feb 2021, (E-pub ahead of print) In: International Journal of Finance and Economics.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)1 Downloads (Pure) -
Covariance forecasting in equity markets
Symitsi, E., Symeonidis, L., Kourtis, A. & Markellos, R., Nov 2018, In: Journal of Banking and Finance. 96, p. 153-168 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)21 Downloads (Pure) -
Interest rate volatility and risk management: Evidence from CBOE treasury options
Markellos, R. N. & Psychoyios, D., May 2018, In: The Quarterly Review of Economics and Finance. 68, p. 190-202 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)31 Downloads (Pure)
Activities
- 1 Participation in conference
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British Academy of Management (BAM) Conference 2021
Sean Ennis (Speaker) & Raphael Markellos (Speaker)
3 Sep 2021Activity: Participating in or organising an event › Participation in conference