Stefanos Delikouras
Assistant Professor, Finance
Research Interests
Asset pricing; behavioral finance; financial macroeconomics; household finance; and investor behavior
Featured Publications
“Consumption-income sensitivity and portfolio choice,” with J. Addoum and G. Korniotis, Review of Asset Pricing Studies, Forthcoming
“Income hedging, dynamic style preferences, and return predictability,” with J. Addoum, G. Korniotis, and A. Kumar, Journal of Finance, Forthcoming
“A single-factor consumption-based asset pricing model,” with A. Kostakis, Journal of Financial and Quantitative Analysis, Forthcoming
“Where’s the kink? Disappointment events in consumption growth and equilibrium asset prices,” Review of Financial Studies, Vol. 30, Issue 8, Aug. 2017, pp. 2851 – 89
"The human capital that matters: Expected returns and high-income households," with S. Campbell, D. Jiang, and G. Korniotis, Review of Financial Studies, Vol. 29, Issue 9, Sep. 2016, pp. 2523 –
Teaching and Professional Experience
- Assistant Professor, Finance, University of Miami Business School, 2013 - Present
- Instructor/Research Assistant, University of Michigan, Ross School of Business, 2008 - 2013
- Sales, NS Delikouras and Co (Volos, Greece), 2003 - 2004, 2007 - 2008
- First Sergeant, Telecoms and Cryptography Division, Greek Army, Marine Corps (Volos, Greece), 2006 - 2007
- Junior Financial Analyst, M&A Department, Intracom SA, Telecom and Electronics Industry (Athens, Greece), 2002
Degrees
- Ph.D., Finance, University of Michigan, Ross School of Business, 2013
- M.S., Economics, University of Michigan, Department of Economics, 2012
- M.S., Financial Engineering, University of Michigan, College of Engineering, 2005
- B.B.A., Banking and Finance, University of Piraeus (Athens, Greece), 2003
Honors and Awards
- Flamholtz Award for academic excellence during doctoral studies, 2012
- Rodkey Fellowship and Ross School of Business Fellowship, 2008 - 2012
- Fulbright Scholarship, 2004
- University of Michigan College of Engineering Fellowship, 2004
- Gerondelis Foundation Fellowship for graduate studies in the US, 2004
