Ilias Filippou

Ilias Filippou

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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.

Area of Expertise

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Asset Pricing, Finance/Investments, Financial Economics, International Finance

Education

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• Ph D 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

Awards/Honors

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• Best Paper Award, FMA Consortium on Asset Management, 2024
• Best Paper Award, Finance Forum, 2023
• 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

Research Interests

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Asset Pricing, Machine Learning, International Finance, Macro-Finance

Selected Publications

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• "Importance of Transaction Costs for Asset Allocation in the Foreign Exchange Markets", Journal of Financial Economics, 103886, with Thomas Maurer, Luca Pezzo, Mark Taylor, 2024
• "Overcoming Arbitrage Limits: Option Trading and Momentum Returns", Journal of Financial and Quantitative Analysis, Issue 1, 97-120, with Abhay Abhyankar, Pedro Garcia-Ares, 2024
• "Media Sentiment and Currency Reversals", Journal of Financial and Quantitative Analysis, Issue 3, 1401-1429, with Mark Taylor, Zigan Wang, 2023
• "Forward-Looking Policy Rules and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 1, 449-483, with Mark Taylor, 2023
• "Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia", Journal of Economic Behavior and Organization, with Mark Taylor
• "Global Political Risk and Currency Momentum", Journal of Financial and Quantitative Analysis, Issue 5, 2227-2259, with Arie Gozluklu, Mark Taylor, 2018
• "Common Macro Factors and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 4, 1731-1763, with Mark Taylor, 2017