Ilias Filippou
Visiting Assistant Professor of Finance
Area of Expertise:
Asset Pricing, Finance/Investments, Financial Economics, International Finance
Research Interests:
Asset Pricing, Machine Learning, International Finance, Macro-Finance
Selected Publications:
- "Media Sentiment and Currency Reversals", Journal of Financial and Quantitative Analysis, with M. Taylor, Z. Wang, 2022
- "Overcoming Arbitrage Limits: Option Trading and Momentum Returns", Journal of Financial and Quantitative Analysis, with A. Abhyankar, P. Garcia-Ares, 2022
- "Forward-Looking Policy Rules and Currency Premia", Journal of Financial and Quantitative Analysis, with M. Taylor, 2021
- "Global Political Risk and Currency Momentum", Journal of Financial and Quantitative Analysis, Issue 5, 2227-2259, with A. Gozluklu, M. Taylor, 2018
- "Common Macro Factors and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 4, 1731-1763, with M. Taylor, 2017
Awards/Honors:
- Outstanding Paper Award, Chinese Finance Annual Meeting, 2022
- Award for Outstanding Contribution to Teaching, Warwick Business School, 2018
- Teaching Excellence Award, Warwick Business School, 2017
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Ilias Filippou joined Olin Business School in 2018. Previously, he was (tenure-track) Assistant Professor of Finance at Warwick Business School (2016-2019). His research focuses on Asset Pricing, International Finance and Macro-Finance. Ilias holds a PhD in Finance from Warwick Business School, an MSc in Business Mathematics from the Athens University of Economics and Business and a BSc in Economics from the University of Athens. His research has been supported by the Economic and Social Research Council (ESRC). He has also been a visiting scholar at the USC Marshall School of Business.
Ilias Filippou's Home Page
Email: iliasfilippou@wustl.edu
PhD 2015, The University of Warwick
M.Phil 2011, The University of Warwick
MS 2010, Athens University of Economics and Business & University of Athens
BS 2009, University of Athens
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