Δευτέρα 17 Σεπτεμβρίου 2012

Dimitris Korovilas Ph.D. Candidate, Volatility Trading, ICMA Centre, Henley Business School Reading, United Kingdom

Dimitris Korovilas

Dimitris Korovilas

Ph.D. Candidate, Volatility Trading, ICMA Centre, Henley Business School
Reading, United Kingdom
Financial Services
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Dimitris Korovilas's Overview

Current
Past
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 2009Present (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 2009Present (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.
Public Company; 10,001+ employees; NYSE:OTE; Telecommunications industry
April 2007March 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.

Dimitris Korovilas' Projects

  • Diversification of Equity with VIX Futures

    • September 2009 to Present
    Team Members: Dimitris Korovilas, Carol Alexander
    A 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 Alexander
    This 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' Education

The University of Reading

PhD, ICMA Centre, Finance

20092012
• 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.”
Activities and Societies: ICMA Investment Club

The University of Reading

MSc International Securities, Investment and Banking, ICMA Centre, Finance

20082009
Grade: Distinction

University of Piraeus, Athens, Greece

BSc (Hons), Finance

20042008
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:

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