Dimitris Korovilas
Ph.D. Candidate, Volatility Trading, ICMA Centre, Henley Business School
- Reading, United Kingdom
- Financial Services
As a LinkedIn member, you'll join 175 million other professionals who
are sharing connections, ideas, and opportunities. And it's free!
You'll also be able to:
- See who you and Dimitris Korovilas know in common
- Get introduced to Dimitris Korovilas
- Contact Dimitris Korovilas directly
Dimitris Korovilas's Overview
- Current
-
- Ph.D. Candidate at ICMA Centre
- Teaching Assistant at ICMA Centre
- Past
-
- Programme Co-ordinator at Hellenic Telecommunications Organisation
- Education
-
- The University of Reading
- The University of Reading
- University of Piraeus, Athens, Greece
- Connections
-
197 connections
- Websites
Dimitris Korovilas' Summary
I am a PhD candidate with excellent academic performance and hands-on
experience in financial markets trading. Supervised by Prof. Carol
Alexander and expected to graduate in September 2012. I have a strong
quantitative background and have developed an excellent problem-solving
mindset and good communication skills. I am interested in joining a
trading desk team or a stuctured products group (equity, exotic and
other options, metals, energies, fixed income and volatility markets are
of particular interest).
Dimitris Korovilas' Experience
Ph.D. Candidate
ICMA Centre
Educational Institution; 51-200 employees;
Capital Markets industry
September 2009
– Present
(3 years 1 month)
Reading, United Kingdom
My work consists of an empirical analysis of possible equity
diversification benefits using volatility products, an empirical
investigation of the newly-incepted volatility ETNs and the term
structure of VIX futures and finally an in-depth examination of trading
strategies in the volatility market after accounting for data-snooping
biases.
Teaching Assistant
ICMA Centre
Educational Institution; 51-200 employees;
Capital Markets industry
September 2009
– Present
(3 years 1 month)
Reading, United Kingdom
Responsible for delivering seminars of two core MSc Financial
Engineering courses: Volatility Analysis and Equity and FX Derivatives
Modelling, which involve classroom teaching, one-to-one tutoring,
assessing assignments and providing feedback on performance.
Programme Co-ordinator
Hellenic Telecommunications Organisation
Public Company; 10,001+ employees; NYSE:OTE;
Telecommunications industry
April 2007
– March 2008 (1 year)
Athens, Greece
• Responsible for organizing schedule and monitoring attendance of employees.
• Worked closely with the head of Greek Telephone Directory Services department.
• Worked closely with the head of Greek Telephone Directory Services department.
Dimitris Korovilas' Projects
-
Diversification of Equity with VIX Futures
- September 2009 to Present
Team Members: Dimitris Korovilas, Carol AlexanderA comprehensive description of the trading and statistical characteristics of VIX futures and their exchange-traded notes motivates our study of their benefits to equity investors seeking to diversify their exposure. We analyze when diversification into VIX futures is ex-ante optimal for standard mean-variance investors, then extend this to include (a) skewness preference, and (b) a moderation of...more -
Volatility Exchange-Traded Notes: Curse or Cure?
- September 2009 to Present
Team Members: Dimitris Korovilas, Carol AlexanderThis paper investigates the trading, hedging and performance characteristics of VIX futures exchangetraded notes (ETNs) and discusses their pros and cons from the perspectives of the regulator, the issuer, and the non-speculative investor. Is this direct trading of volatility in very high volumes a major new source of issuer risk and systemic risk? Or – as advertised by the issuers – do these...more -
Rotman International Trading Competition, Toronto, Canada
- February 2009 to February 2012
Team Members: Dimitris Korovilas• Led the ICMA Centre trading team at the Rotman International Trading Competition for three successive years: 2009, 2010, 2011. Secured place in the first 5 out of 40 top international business school for two consecutive years.
• Gained live trading experience in natural gas futures, corporate bonds, interest rate futures, index futures outcry, and equities (news-based and market-making).
•...more
Dimitris Korovilas' Skills & Expertise
Dimitris Korovilas' Education
The University of Reading
PhD, ICMA Centre, Finance
2009 – 2012
• Research papers (with Alexander C.):
– “Diversification of Equity with VIX Futures: Personal Views and Skewness Preference.”
– “Understanding ETNs on VIX Futures.”
– “Volatility Trading and Data-Snooping.”
– “Diversification of Equity with VIX Futures: Personal Views and Skewness Preference.”
– “Understanding ETNs on VIX Futures.”
– “Volatility Trading and Data-Snooping.”
Activities and Societies:
ICMA Investment Club
The University of Reading
MSc International Securities, Investment and Banking, ICMA Centre, Finance
2008 – 2009
Grade: Distinction
University of Piraeus, Athens, Greece
BSc (Hons), Finance
2004 – 2008
Grade: Upper Second Class Honors
Dimitris Korovilas' Additional Information
- Websites:
- Interests:
-
Reading, theatre, sports, travelling
- Groups and Associations:
-
ICMA Investment Club
- Honors and Awards:
-
Awarded three-year teaching bursary award from ICMA Centre (Sept. 2009 - present).
Obtained scholarship from brokerage firm Solidus Securities to fund MSc studies.
Awarded scholarship in my final BSc year for top academic performance out of 160 students, sponsored by,
amongst others, PwC, Deloitte, National Bank of Greece and Alpha Bank.
Contact Dimitris for:
- career opportunities
- consulting offers
- new ventures
- job inquiries
- expertise requests
- business deals
- reference requests
- getting back in touch
Δεν υπάρχουν σχόλια:
Δημοσίευση σχολίου
Σημείωση: Μόνο ένα μέλος αυτού του ιστολογίου μπορεί να αναρτήσει σχόλιο.