Dr Xidonas is Associate Professor of Finance at ESSCA Grande École. He publishes his research in journals, such as the European Journal of Operational Research, the European Journal of Finance, the Quantitative Finance, the Annals of Operations Research etc. Dr Xidonas possesses substantial experience in conducting large scale theoretical and applied research, with focus on the fields of applied mathematics, investment management and information systems. He is a R&D team leader with strong professional credentials, specialized in the area of financial engineering analytics. Moreover, he has an extended consulting track record as a quantitative investment strategist, having delivered premium advice within the underlying industry.

Selected publications

[01] Xidonas, P., Mavrotas, G., Hassapis, C., Zopounidis, C., 2017. Robust multiobjective portfolio optimization: A minimax regret approach. European Journal of Operational Research (Elsevier), 262 (1), 299-305.

[02] Xidonas, P., Hassapis, C., Soulis, J., Samitas, A., 2017. Robust minimum variance portfolio optimization modelling under scenario uncertainty. Economic Modelling (Elsevier), 64, 60-71.

[03] Xidonas, P., Hassapis, C., Bouzianis, G., Staikouras, C., 2016. An integrated matching-immunization model for bond portfolio optimization. Computational Economics (Springer), Forthcoming.

[04] Xidonas, P., Doukas, H., Mavrotas, G., Pechak, O., 2016. Environmental corporate responsibility for investments evaluation: An alternative multiobjective programming model. Annals of Operations Research (Springer), 247 (2), 395-413.

[05] Xidonas, P., Mavrotas, G., 2014. Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50. European Journal of Finance (Taylor & Francis), 20 (11), 957-977.

[06] Xidonas, P., Mavrotas, G., 2014. Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: Evidence from the S&P 500. Quantitative Finance (Taylor & Francis), 14 (7), 1229-1242.

[07] Xidonas, P., Doukas, H., 2013. Integrating analysts' forecasts in the security screening process: Empirical evidence fromthe Eurostoxx 50. Applied Financial Economics (Taylor & Francis), 23 (8), 685-699.

[08] Xidonas, P., Mavrotas, G., Zopounidis, C., Psarras, J., 2011. IPSSIS: An integrated multicriteria DSS for equity portfolio construction and selection. European Journal of Operational Research (Elsevier), 210 (2), 398-409.


[01] Portfolio theory
[02] Financial derivatives
[03] Financial econometrics
[04] Financial risk management
[05] Quantitative methods for finance
[06] International corporate finance


[01] KPMG
[02] National Bank of Greece
[03] Attica Wealth Management
[04] Finvent Software Solutions
[05] Attica Bank
[06] Eurobank
[07] Qualco
[08] Cinsight Advisory
[09] Center of Planning & Economic Research
[10] Observatory for the Greek Information Society
[11] Institute of Communication & Computer Systems

Δεν υπάρχουν αναρτήσεις.
Δεν υπάρχουν αναρτήσεις.