Annuaire du corps professoral

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Doctorat en Ingénierie Financière / PhD in Financial Engineering
National Technical University of Athens
MSc en Mathématiques Financières / MSc in Mathematical Finance
National Technical University of Athens
BSc en Physique Appliquée / BSc in Applied Physics
University of Athens


Gestion de portefeuille / Portfolio theory
Dérivées financières / Financial derivatives
Econométrie financière / Financial econometrics
Management des risques / Risk management


Articles dans des revues académiques / Papers published in refereed journals

XIDONAS, P., HASSAPIS C., BOUZIANIS G., STAIKOURAS C. (2016) An integrated matching-immunization model for bond portfolio optimization, Computational Economics (CNRS 3).
XIDONAS, P., HASSAPIS C, MAVROTAS G.  STAIKOURAS C., ZOPOUNIDIS C. (2016) Multiobjective portfolio optimization: Bridging mathematical theory with asset management practice, Annals of Operations Research (CNRS 2).
MARINAKIS V., DOUKAS H., XIDONAS, P., ZOPOUNIDIS C. (2016)  Multicriteria decision support in local energy planning: An evaluation of alternative Scenarios for the Sustainable Energy Action Plan, Omega (CNRS 2).
XIDONAS P. KOUNTZAKIS C., HASSAPIS C., STAIKOURAS C.  (2016)  RAROC in Portfolio Optimization, International Journal of Financial Engineering, vol 3, n°2.
MARINAKIS V., XIDONAS, P., DOUKAS H. (2016) A modeling framework for the forecasting of energy consumption and CO2 emissions at local and regional level, International Journal of global Energy issues (Inderscience) (CNRS 4), 39 (6), 444-460.
DOUKAS H., XIDONAS P., ANGELOPOULOS D., ASKOUNIS D., PSARRAS J. (2016) Distribution transformers failures: How does it cost? Evidence from Greece, Energy Systems (CNRS 4), 7 (4), 601-613.
DOUMPOS M., XIDONAS  P., XIDONAS S., SISKOS Y. (2016) Development of a robust multicriteria classification model for monitoring the postoperative behaviour of heart patients, Journal of Multi-Criteria Decision Analyasis (Wiley) (CNRS 4), 23 (1-2).
XIDONAS, P., DOUKAS H., MAVROTAS G., PECHAK O. (2016) Environmental corporate responsibility for investments Evaluation : an alternative multi-objective programming model, Annals of Operations research (CNRS 2), 247 (2), pp 395-413.
XIDONAS, P., MAVROTAS, G., (2014). Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50. European Journal of Finance (Taylor & Francis) (CNRS 4), 20 (11), 957-977.
XIDONAS, P., MAVROTAS, G., (2014). Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: Evidence from the S&P 500. Quantitative Finance (CNRS 3) (Taylor & Francis), 14 (7), 1229-1242.
XIDONAS, P., DOUKAS, H., (2013). Integrating analysts’ forecasts in the security screening process: Empirical evidence from the Eurostoxx 50. Applied Financial Economics (CNRS 4) (Taylor & Francis), 23 (8), 685-699.
XIDONAS, P., MAVROTAS, G., ZOPOUNIDIS, C., PSARRAS, J., (2011). IPSSIS: An integrated multicriteria DSS for equity portfolio construction and selection. European Journal of Operational Research (CNRS 1) (Elsevier), 210 (2), 398-409.
XIDONAS, P., MAVROTAS, G., PSARRAS, J., (2010). A multiple criteria decision making approach for the selection of stocks. Journal of the Operational Research Society (CNRS 2) (Palgrave), 61, 1273-1287.
XIDONAS, P., MAVROTAS, G., PSARRAS, J., (2010). Portfolio construction on the Athens Stock Exchange: A multiobjective optimization approach. Optimization: A Journal of Mathematical Programming & Operations Research (ABS 1) (Taylor & Francis), 59 (8), 1211-1229.
XIDONAS, P., MAVROTAS, G., PSARRAS, J., (2010). Portfolio management within the frame of multiobjective mathematical programming: A categorized bibliographic study. International Journal of Operational Research (ABS 1) (Inderscience), 8 (1), 21-41.
XIDONAS, P., MAVROTAS, G., PSARRAS, J., (2010). Equity portfolio construction and selection using multiobjective mathematical programming. Journal of Global Optimization (Springer), 47 (2), 185-209.
XIDONAS, P., MAVROTAS, G., PSARRAS, J., (2009). A multicriteria methodology for equity selection using financial analysis. Computers & Operations Research (CNRS 2) (Elsevier), 36 (12), 3187-3203.
XIDONAS, P., ERGAZAKIS, E., ERGAZAKIS, K., METAXIOTIS, K., ASKOUNIS, D., MAVROTAS, G., PSARRAS, J., (2009). On the selection of equity securities: An expert systems methodology and an application on the ASE. Expert Systems with Applications (ABS 3) (Elsevier), 36 (9), 11966-11980.
XIDONAS, P., PSARRAS, J., (2009). Equity portfolio management within the MCDM frame: A literature review. International Journal of Banking, Accounting & Finance (ABS 2) (Inderscience), 1 (3), 285-309.
XIDONAS, P., ASKOUNIS, D., PSARRAS, J., (2009). Common stock portfolio selection: A multiple criteria decision making methodology and an application on the Athens Stock Exchange. Operational Research: An International Journal (ABS 1) (Springer), 9 (1), 55-79.


Adjunct Lecturer in Finance, University of the Aegean (Sep 12-till now).
Member of the Mutual Funds Investment Committee, Attica Wealth Management MFMC (Mar 10-till now).
Special Advisor to the Board of Directors, Attica Bank (Dec 13-Dec 14)
Head of Research & Development, Cinsight Advisory (Sep 12-Mar 14).
Chief Quantitative Analyst, Finvent Software Solutions (Apr 10-Dec 11).


Last revised: 20150326