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Biographie

Dr. A. Benos received his Ph.D. in Finance from the Graduate School of Business of Stanford University, and his B.A and M.A. from Cambridge University in the UK
He is currently heading the Risk Analytics department of the Group Risk Management at the National Bank of Greece and occasionally teaches at HEC School of Management (Paris), ESA Business School in Beirut and ALBA. Before joining NBG in 2000, he was an Associate Professor at HEC School of Management in France, directing the M.Sc. in International Finance. He also served for 4 years as Assistant Professor at the Banking and Financial Management Department of the University of Piraeus. He specializes in Financial Microstructure, Derivatives and International Risk Management.
His publications appeared in the Financial Analysts Journal, Journal of Financial Markets, Applied Financial Economics, Annals of Economics and Statistics, Statistical Methodology and Multinational Finance Journal. He is also a referee for a number of finance journals and an active member of many academic societies, among which the European Financial Management Association (EFMA), Econometric Society, American Finance Association and the American Institute of Financial Management. In 1996, he was awarded the Top Faculty paper award at HEC for his work on the effects of the European Monetary Union on financial markets.
Currently, Dr. Benos is working on Credit Risk analytical modelling for large and medium corporates, residential mortgages and SMEs and he is responsible for NBG's convergence towards Basel 2 regulatory requirements for Credit Risk. He is a member of Moody's Risk Analysis Advisory Group and a speaker in international risk practitioners' conferences.

Articles scientifiques

The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange

European Financial Management, janvier 2009, vol. 15, n° 1, pp 112-144, (in coll. with T. ANGELIDIS)

Aggressiveness and Survival of Overconfident Traders

Journal of Financial Markets, 1998, n° 1, pp 353-383,

European Capital markets and the EMU

Hitotsubashi Journal of Commerce and Management, octobre 1998, vol. 33, n° 1, pp 43-63,

Alternative Distributed Models for the Comparative Study of Stock Market Phenomena

Information Sciences, 3-4 juillet 1997, vol. 99, pp 137-157, (in coll. with E. Tzafestas)

Changes in the Structure and Dynamics of European Securities Markets

Financial Analysts Journal, mai-juin 1996, pp 37-50, (in coll. with M. Crouhy)

Actes de conférence

Alternative Distributed Models for the Comparative Study of Stock Market Phenomena

Proceedings of Summaries of the 2nd Joint Conference on Information Sciences , 1995 , Shell Island (E. Tzafestas)

Cahiers de recherche

Investors' Behaviour Around Earnings Announcements for SBF Companies

Mimeo , 1999

Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies

Mimeo , 1998

Marchés de capitaux européens et monnaie unique

Cahier de Recherche du Groupe HEC , 1997

Changes in the Structure and Dynamics of European Securities Markets

Cahier de Recherche du Groupe HEC , 1996

Alternative Distributed Models for the Comparative Study of Stock Market Phenomena

Cahier de Recherche du Groupe HEC , 1995

Nonlinear Science and Finance: Questions without Answers (Yet)

Groupe HEC , 1995

On Anticipated Announcements: Profit Taking Strategies and Price Dynamics

Groupe HEC , 1995

Overconfident Speculators in Call Markets

Groupe HEC , 1995

The Dynamics and Structure of European Equity and Derivative Markets

Mimeo , 1995

Overconfident Speculators in Financial Markets: Can They Survive ?

Cahier de Recherche du Groupe HEC , 1994

Articles scientifiques

The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange

European Financial Management, janvier 2009, vol. 15, n° 1, pp 112-144, (in coll. with T. ANGELIDIS)

Aggressiveness and Survival of Overconfident Traders

Journal of Financial Markets, 1998, n° 1, pp 353-383,

European Capital markets and the EMU

Hitotsubashi Journal of Commerce and Management, octobre 1998, vol. 33, n° 1, pp 43-63,

Alternative Distributed Models for the Comparative Study of Stock Market Phenomena

Information Sciences, 3-4 juillet 1997, vol. 99, pp 137-157, (in coll. with E. Tzafestas)

Actes de conférence

Alternative Distributed Models for the Comparative Study of Stock Market Phenomena

Proceedings of Summaries of the 2nd Joint Conference on Information Sciences , 1995 , Shell Island (E. Tzafestas)

Cahiers de recherche

Investors' Behaviour Around Earnings Announcements for SBF Companies

Mimeo , 1999

Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies

Mimeo , 1998

Marchés de capitaux européens et monnaie unique

Cahier de Recherche du Groupe HEC , 1997

Changes in the Structure and Dynamics of European Securities Markets

Cahier de Recherche du Groupe HEC , 1996

Formation

  • Ph. D. in Finance, Stanford Graduate Business School - USA
  • M.A. in Economics, University of Cambridge - Royaume-Uni
  • Diploma in Economic Studies, National Technical University of Athens - Grèce
  • B.A. (Honours) in Economics, University of Cambridge - Royaume-Uni

Nominations académiques

Responsabilités académiques à HEC

  • 2015-2015 Professeur visitant, Finance HEC Paris
  • 2014-2014 Professeur visitant HEC Paris
  • 2013-2013 Professeur visitant HEC Paris
  • 2001- Professeur visitant, Finance HEC Paris
  • 1993-2000 Professeur Assistant HEC Paris

Responsabilités académiques externes

  • 2005- Professeur Affilié Alba Graduate School of Business

Activités scientifiques

Adhésion à l'organisation académique ou professionnelle

  • Membre de l'American Institute of Financial Management
  • Membre de l'American Finance Association
  • Administrateur de l'European Financial Management Association
  • Membre de la Society for the Promotion of Economic Theory
  • Membre de l'Association Française de Finance
  • Membre de l'Econometric Society

Activités scientifiques

  • Reféré pour le Journal of Finance, Financial Analysts Journal et le Financial Practice and Education

  • Prix ​​& honneurs

    • Prix de la Fondation HEC pour "Changes in the Structure and Dynamics of European Securities Markets", Financial Analysts Journal, mai-juin 1996, pp. 37-50