Département académique
Finance, Accounting and Management Control
Campus principal
Paris
Réseaux sociaux
Domaines de recherche
- Gestion de portefeuille
- Analyse de l'investssement
- Prise de décision
- Économétrie financière
- Machine learning
- Energy finance
Domaines d'enseignement
- Gestion de portefeuille
- Dérivées financières
- Econométrie financière
- Management des risques
- Méthodes quantitatives financières
- Finance d'entreprises internationales
- Politique monétaire et de l'activité bancaire
- Gestion financière
Prix et distinctions
Distinctions pour contribution exceptionnelle, 2025 EFMA Annual Meeting
European Financial Management Association (EFMA)
Prix de la meilleure communication doctorale
National Technical University of Athens, Athènes, Grèce
Prix de la meilleure thèse de doctorat
National Technical University of Athens, Athènes, Grèce
Publications des cinq dernières années
Articles
DAGLIS, T., KONSTANTAKIS, K., XIDONAS, P., MICHAELIDES, P. et 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. et 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. et DAGLIS, T. (2025). Identifying the drivers of NPLs in Europe: a Dynamic Panel Data Approach. à paraître International Journal of Finance and Economics.
XIDONAS, P., CORRENTE, S., SAMITAS, A. et 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. et 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. et CORRENTE, S. (2025). Machine learning & fairness: An integrated multicriteria approach for the evaluation of supervised classifiers. Journal of the Operational Research Society.
Ouvrages
SARMAS, E., XIDONAS, P. et DOUKAS, H. (2020). Multicriteria Portfolio Construction with Pyhton. 1 ed. New York: Springer, 176 pages.
Conférences et autres contributions
XIDONAS, P. (2025). Plenary speech: Pension fund management under the current global economic environment. Dans: European Financial Management Association (EFMA) Annual Meeting. Deree-The American College of Greece, Athens.
XIDONAS, P., SAMITAS, A. et 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, Espagne.
SAMITAS, A., THOMAKOS, D. et XIDONAS, P. (2024). Decision Making & Value Creation in Portfolio Management. Dans: CFA Society Greece. University of Athens.
KONSTANTAKIS, K., MICHAELIDES, P., XIDONAS, P. et KOSMAS, D. (2024). Introducing a new GVAR causality model: Evidence from the Financial System in Europe. Dans: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.
KONSTANTAKIS, K., NIKOLOPOULOU, M., XIDONAS, P., MICHAELIDES, P. et THOMAKOS, D. (2023). Cryptocurrencies as safe-haven before & after CoVid-19: A lagged conditional variance GARCH model for Bitcoin and Ethereum. Dans: 12th International Conference of the Financial Engineering & Banking Society. Chania.
KONSTANTAKIS, K., XIDONAS, P., MICHAELIDES, P., PEVERETOS, T. et DAGLIS, T. (2023). Identifying the drivers of NPLs in Europe: A Dynamic Panel Data Approach. Dans: Financial Economics Meeting (FEM-2023). Paris.
XIDONAS, P., LEKKOS, I. et STAIKOURAS, C. (2023). On multicriteria ESG sovereign assessment. Dans: 96th Meeting of the EWG-MCDA. ESSCA School of Management, Paris.