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Researchers of the Institute of Statistical Research, Analysis and Documentation are all the faculty members of the Department of Statistics, of the Athens University of Economics and Business:

Dellaportas Petros, Professor

Dimaki Katerina, Professor (ret.)

Frangos Nikolaos, Professor

Karlis Dimitris, Professor

Kostaki Anastasia, Professor

Kyriakidis Epameinondas, Professor

Ntzoufras Ioannis, Professor

Panaretos John, Professor (ret.)

Panas Epameinondas, Professor (ret.)

Psarakis Stelios, Professor

Vasdekis Vasileios, Professor

Xekalaki Evdokia, Professor (ret.)

Yannacopoulos Athanasios, Professor

Zazanis Michael, Professor

Kandilorou Eleni, Associate Professor
Livada Alexandra, Associate Professor

Μerkouris Panagiotis, Associate Professor

Pavlopoulos Haralambos, Associate Professor

Tsiamyrtzis Panagiotis, Associate Professor

Vrontos Ioannis, Associate Professor

Besbeas Panagiotis, Assistant Professor

Demiris Nikolaos, Assistant Professor

Ioannidis Evangelos, Assistant Professor

Papageorgiou Ioulia, Assistant Professor

Zimbidis Alexandros, Assistant Professor



Associate Researchers:


Beskos Alexandros, Associate Professor (on a tenure track), Department of Statistics & Applied Probability, National University of Singapore.

Research Interests: Bayesian Statistics, Computational Statistics, Sequential Monte-Carlo, Markov chain Monte-Carlo, Particle Filtering, Data Assimilation


Sogiakas Vasilios, Lecturer in Finance, University of Glasgow, Adam Smith Business School (Economics)

Vasilios Sogiakas has research interests in the area of Quantitative Finance. More specifically, his research papers refer to the investigation of the informational efficiency of financial markets, the price discovery mechanism as well as the spill-over effects of spot and derivatives products. He is currently working on portfolio management by investigating investors’ optimization functions conditional on firms’ fundamentals and the inherent diversification premium. Another strand of his current research agenda focuses on the investigation of the macro-, funding- and market- liquidity premia embedded on asset pricing models.


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