ΑΝΔΡΕΑΣ ΜΙΛΙΔΏΝΗΣ
ΜΙΛΙΔΏΝΗΣ ΑΝΔΡΕΑΣ
MILIDONIS ANDREAS
...
ΑΝΑΠΛΗΡΩΤΗΣ/ΡΙΑ ΚΑΘΗΓΗΤΗΣ/ΡΙΑ
-
ΟΕΔ 01 - Σχολή Οικονομικών Επιστημών και Διοίκησης
Πανεπιστημιούπολη
109
+357 22 893 626
+357 22 895 030
http://amilidonis.com/

    Προσωπικό Προφίλ

     
    Διδακτορικό (Διαχείριση Κινδύνων/Ρίσκων και Ασφάλειες), Πολιτειακό Πανεπιστήμιο Γεωργίας, ΗΠΑ, Ιανουάριος 2007.
     
    Πτυχίο Αναλογιστική Επιστήμη (με Άριστα) με Δευτερεύον Πτυχίο στα Μαθηματικά, Πολιτειακό Πανεπιστήμιο Πενσυλβάνιας, ΗΠΑ, Μάιος 2001.
     
    Ο Ανδρέας προσλήφθηκε στο Τμήμα Δημοσίας Διοίκησης & Διοίκησης Επιχειρήσεων του Πανεπιστημίου Κύπρου το 2009. Τα προηγούμενα δύο χρόνια είχε εργοδοτηθεί στη θέση του Λέκτορα στο Τμήμα Λογιστικής και Χρηματοοικονομικής του Manchester Business School. Η επαγγελματική του εμπειρία περιλαμβάνει διετή εργοδότηση στο Αναλογιστικό Τμήμα των Towers Perrin στη Φιλαδέλφεια των Η.Π.Α. όπως επίσης και ανεξάρτητες συμβουλευτικές υπηρεσίες προς άλλους χρηματοοικονομικούς οργανισμούς.
    Εταιρική Διακυβέρνηση, Πιστωτικός Κίνδυνος, Καταστροφικός Κίνδυνος, Κίνδυνος Θνησιμότητας, Θεωρία Κινδύνου, Τιμολόγηση Τραπεζικών και Ασφαλιστικών Αποθεματικών, Θέματα Δημόσιας Πολιτικής.
    • Michaelides, A., Milidonis, A., Nishiotis, G.P. 2018. Private Information in Currency Markets. Journal of Financial Economics, forthcoming.
    • Ben Ammar, S., Eling, M., Milidonis, A. 2018. The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. Journal of Banking and Finance, forthcoming.
    • Berwart, E., Guidolin, M., and Milidonis, A. 2017. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings, Journal of Corporate Finance, forthcoming.
    • Milidonis, A., Nishikawa, T. and Shim, J. 2017. CEO inside debt and risk taking: Evidence from property-liability insurance firms, Journal of Risk and Insurance, forthcoming.
    • Mourouzidou-Damtsa, S., Milidonis, A. and Stathopoulos, K. 2017. National Culture and Bank Risk-Taking. Journal of Financial Stability, forthcoming.
    • Kamiya, S., and Milidonis A., 2017. Actuarial Independence and Managerial Discretion. Journal of Risk and Insurance, forthcoming.
    • Biffis. E., Lin, Y., and Milidonis A., 2017. The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing. Journal of Risk and Insurance, forthcoming.
    • Milidonis, A., and Efthymiou, M. 2017. Mortality Leads and Lags. Journal of Risk and Insurance, forthcoming.
    • Milidonis, A., 2016. An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model. North American Actuarial Journal 20, 252-275.
    • Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P.,. 2015. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. Journal of Financial Economics 116, 526-547
    • Milidonis, A., and K. Stathopoulos. Managerial Incentives, Risk Aversion and Debt, Journal of Financial and Quantitative Analysis, 49, 453-481.
    • *Milidonis, A. 2013. Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings, Journal of Banking and Finance, 37, (9): 3716-3732.
    • **Milidonis, A., and K. Stathopoulos. 2011. Do US Insurance Firms Offer the ‘Wrong’ Incentives to their Executives? Journal of Risk and Insurance, 78(3): 643-672.
    • Milidonis, A., Y., Lin, and S.H., Cox. 2011. Mortality Regimes and Pricing. North American Actuarial Journal, 15 (2):266-289.
    • Milidonis, A., and M.F. Grace. 2008. Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida. ASTIN Bulletin 38(1): 13-51.
    • Milidonis, A., and S. Wang. 2007. Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models. North American Actuarial Journal 11 (4): 42-60.

    *This paper has won the best paper award at the 2012 EGRIE meeting.

    **This paper has been nominated for the 2011 Lloyd’s Science of Risk Prize.

    Profile Information

    Ph.D. Risk Management & Insurance, Georgia State University, USA, Awarded in January 2007.
     
    B.Sc. Actuarial Science (with Honors; graduated first in class) and Minor in Mathematics, The Pennsylvania State University, USA, May 2001.
     
    Andreas joined the Department of Public & Business Administration of the University of Cyprus in 2009. His prior academic work experience includes a two-year Lectureship at the Accounting and Finance Department of the Manchester Business School. His prior professional experience includes a two year position as an Actuarial Associate at Towers Perrin, Philadephia, PA among other other significant short term projects (i.e. forecasting, insurance, risk management, financial pricing).
    Compensation Incentives; Credit Risk; Catastrophe Risk; Mortality Risk; Regime Switching Models; Asset and Liability Pricing; Financial Institutions and Markets; Public Policy and Regulatory Issues.
    • Michaelides, A., Milidonis, A., Nishiotis, G.P. 2018. Private Information in Currency Markets. Journal of Financial Economics, forthcoming.
    • Ben Ammar, S., Eling, M., Milidonis, A. 2018. The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. Journal of Banking and Finance, forthcoming.
    • Berwart, E., Guidolin, M., and Milidonis, A. 2017. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings, Journal of Corporate Finance, forthcoming.
    • Milidonis, A., Nishikawa, T. and Shim, J. 2017. CEO inside debt and risk taking: Evidence from property-liability insurance firms, Journal of Risk and Insurance, forthcoming.
    • Mourouzidou-Damtsa, S., Milidonis, A. and Stathopoulos, K. 2017. National Culture and Bank Risk-Taking. Journal of Financial Stability, forthcoming.
    • Kamiya, S., and Milidonis A., 2017. Actuarial Independence and Managerial Discretion. Journal of Risk and Insurance, forthcoming.
    • Biffis. E., Lin, Y., and Milidonis A., 2017. The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing. Journal of Risk and Insurance, forthcoming.
    • Milidonis, A., and Efthymiou, M. 2017. Mortality Leads and Lags. Journal of Risk and Insurance, forthcoming.
    • Milidonis, A., 2016. An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model. North American Actuarial Journal 20, 252-275
    • Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P.,. 2015. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. Journal of Financial Economics 116, 526-547
    • Milidonis, A., and K. Stathopoulos. Managerial Incentives, Risk Aversion and Debt, Journal of Financial and Quantitative Analysis, 49, 453-481.
    • *Milidonis, A. 2013. Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings, Journal of Banking and Finance, 37, (9): 3716-3732.
    • **Milidonis, A., and K. Stathopoulos. 2011. Do US Insurance Firms Offer the ‘Wrong’ Incentives to their Executives? Journal of Risk and Insurance, 78(3): 643-672.
    • Milidonis, A., Y., Lin, and S.H., Cox. 2011. Mortality Regimes and Pricing. North American Actuarial Journal, 15 (2):266-289.
    • Milidonis, A., and M.F. Grace. 2008. Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida. ASTIN Bulletin 38(1): 13-51.
    • Milidonis, A., and S. Wang. 2007. Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models. North American Actuarial Journal 11 (4): 42-60.

     

    *This paper has won the best paper award at the 2012 EGRIE meeting.

    **This paper has been nominated for the 2011 Lloyd’s Science of Risk Prize.

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