Academic department
Finance, Accounting and Management Control
Main campus
Paris
Social networks
Areas of research
- Portfolio theory
- Investment analysis
- Decision making
- Financial econometrics
- Machine learning
- Energy finance
Areas of teaching
- Portfolio theory
- Financial derivatives
- Financial econometrics
- Financial Risk management
- Quantitative methods for finance
- International corporate finance
- Monetary policy & banking
- Financial management
Grants and awards
Honors for exceptional contribution, 2025 EFMA Annual Meeting
European Financial Management Association (EFMA)
Best Doctoral Paper Award
National Technical University of Athens, Athènes, Greece
Best Doctoral Dissertation Award
National Technical University of Athens, Athènes, Greece
Publications from the last 5 years
Articles
DAGLIS, T., KONSTANTAKIS, K., XIDONAS, P., MICHAELIDES, P. and ZOPOUNIDIS, C. (2025). Solar events and the US energy sector: A novel sectoral spillover GVAR approach introducing Indirect GIRFs (IGIRF). Annals of Operations Research, 355, pp. 693-719.
KONSTANTAKIS, K., MICHAELIDES, P., XIDONAS, P. and YFANTI, S. (2025). Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. Annals of Operations Research, 347, pp. 217–239.
KONSTANTAKIS, K., XIDONAS, P., MICHAELIDES, P., PEVERETOS, T. and DAGLIS, T. (2025). Identifying the drivers of NPLs in Europe: a Dynamic Panel Data Approach. Forthcoming International Journal of Finance and Economics.
XIDONAS, P., CORRENTE, S., SAMITAS, A. and LEKKOS, I. (2025). On sovereign sustainability assessment: A multiple criteria decision aiding approach. European Journal of Operational Research.
XIDONAS, P. (2025). Preface. MCDA in climate, technology and finance: integrating decision making and traditional OR with data science and AI. Annals of Operations Research, 353, Special issue: MCDA in Climate, Technology, and Finance, pp. 1-2.
KOTSOMPOLIS, G., PRELORENTZOS, A.G.N., XIDONAS, P., KONSTANTAKIS, K.N. and MICHAELIDES, P.G. (2025). European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis. Energy Economics, 150, pp. 108856.
FERMANIAN, J.D., XIDONAS, P. and CORRENTE, S. (2025). Machine learning & fairness: An integrated multicriteria approach for the evaluation of supervised classifiers. Journal of the Operational Research Society.
Scholarly books
SARMAS, E., XIDONAS, P. and DOUKAS, H. (2020). Multicriteria Portfolio Construction with Pyhton. 1 ed. New York: Springer, 176 pages.
Conferences and other contributions
XIDONAS, P. (2025). Plenary speech: Pension fund management under the current global economic environment. In: European Financial Management Association (EFMA) Annual Meeting. Deree-The American College of Greece, Athens.
XIDONAS, P., SAMITAS, A. and THOMAKOS, D. (2025). Debe quedar claro que las máquinas no se corresponden con el concepto de antropomorfismo, no encarnan la creatividad del cerebro humano y carecen del potencial de la inspiración humana. Computer World, Spain.
SAMITAS, A., THOMAKOS, D. and XIDONAS, P. (2024). Decision Making & Value Creation in Portfolio Management. In: CFA Society Greece. University of Athens.
KONSTANTAKIS, K., MICHAELIDES, P., XIDONAS, P. and KOSMAS, D. (2024). Introducing a new GVAR causality model: Evidence from the Financial System in Europe. In: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.
KONSTANTAKIS, K., NIKOLOPOULOU, M., XIDONAS, P., MICHAELIDES, P. and THOMAKOS, D. (2023). Cryptocurrencies as safe-haven before & after CoVid-19: A lagged conditional variance GARCH model for Bitcoin and Ethereum. In: 12th International Conference of the Financial Engineering & Banking Society. Chania.
KONSTANTAKIS, K., XIDONAS, P., MICHAELIDES, P., PEVERETOS, T. and DAGLIS, T. (2023). Identifying the drivers of NPLs in Europe: A Dynamic Panel Data Approach. In: Financial Economics Meeting (FEM-2023). Paris.
XIDONAS, P., LEKKOS, I. and STAIKOURAS, C. (2023). On multicriteria ESG sovereign assessment. In: 96th Meeting of the EWG-MCDA. ESSCA School of Management, Paris.