Kavussanos, Manolis
伦敦城市大学CASS商学院应用经济学博士
上海海事大学客座教授

教授简介
Kavussanos教授是上海海事大学的客座教授，现为希腊雅典经济与商业大学教授，并担任该校金融研究中心主任。曾创立并领导了伦敦城市大学CASS商学院的物流和金融硕士课程。
他一直致力于发展风险分析和管理领域的航运工作，在金融，航运和应用经济学领域撰写了大量的文章，无数学术专业论文多次被发表在国际顶级专业期刊、会议录和书籍中。

主要研究领域
主要集中于金融衍生品，投资及投资组合管理，财务管理，企业融资，航运业务，经济模型（应用经济学）和定量方法（数学，统计及商业运筹学）等

主要学术成果
主要著作
1. “Derivatives in Freight Markets”, Special Report Commissioned by Lloyd’s Shipping Economist, A Lloyd’s MIU Publication, Informa Business, London, November 2007, with Ilias Visvikis.
2. “Capital Markets and the Shipping Industry”, Special Report Commissioned by Lloyd’s Shipping Economist, A Lloyd’s MIU Publication, Informa Business, London, August 2007, with Ilias Visvikis.
3. “Derivatives and Risk Management in Shipping”, 1stEdition, Witherbys Publishing & Seamanship International, United Kingdom, June 2006, with Ilias Visvikis.
主要论文
1. Kavussanos, Manolis G. & Dimitrakopoulos, Dimitris N., 2011. "Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 258-268.
2. Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I., 2010. "Value at risk models for volatile emerging markets equity portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 515-526, November.
3. Manolis Kavussanos & Ilias Visvikis & Dimitris Dimitrakopoulos, 2010. "Information linkages between Panamax freight derivatives and commodity derivatives markets," Maritime Economics and Logistics, Palgrave Macmillan, vol. 12(1), pages 91-110, March.
4. Manolis Kavussanos & Ilias Visvikis, 2008. "Hedging effectiveness of the Athens stock index futures contracts," The European Journal of Finance, Taylor & Francis Journals, vol. 14(3), pages 243-270.
5. Manolis G. Kavussanos & Ilias D. Visvikis & Panayotis D. Alexakis, 2008. "The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 1007-1025.
6. Manolis G. Kavussanos & Ilias D. Visvikis, 2006. "Shipping freight derivatives: a survey of recent evidence," Maritime Policy & Management, Taylor & Francis Journals, vol. 33(3), pages 233-255, July.
7. Manolis Kavussanos & Ilias Visvikis & David Menachof, 2005. "The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests," Review of Derivatives Research, Springer, vol. 7(3), pages 241-266, October.
8. Kavussanos, Manolis G. & Talley, Wayne K., 2004. "Shipping finance and port issues," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(4), pages 271-272, July.
9. Kavussanos, Manolis G. & Visvikis, Ilias D. & Batchelor, Roy A., 2004. "Over-the-counter forward contracts and spot price volatility in shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(4), pages 273-296, July.
10. Kavussanos, Manolis G. & Visvikis, Ilias D., 2004. "Market interactions in returns and volatilities between spot and forward shipping freight markets," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 2015-2049, August.
11. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.