Andreas C Christofi, PhD
PhD, The Pennsylvania State University
MBA, University of New Orleans
BA, Graduate School of Industrial Studies, Thessaloniki, Greece
Office: Bey Hall, Room 146
Dr. Christofi's research interests include: modeling volatility, pricing risky assets and derivatives, term structure of interest rates, national and international portfolio risk management and business forecasting.
His publications have appeared in: Financial Management, Journal of Fixed Income, Journal of Portfolio Management, Journal of Investing, Journal of Multinational Financial Management, and Financial Review.
Dr. Christofi holds a Ph.D. degree in Finance from The Pennsylvania State University.
Previous appointments include:
- 1993-1997 Associate Professor of Finance, Azusa Pacific University
- 1988-1993 Associate Professor of Finance, The Pennsylvania State University at Harrisburg
- 1982-1988 Assistant Professor of Finance, University of Maryland, College Park
Previously taught courses include:
- International Financial Management (Graduate and Undergraduate levels)
- Corporate Finance (Graduate level)
- Financial Management (Graduate and Undergraduate levels)
- Security Analysis and Portfolio Management (Graduate and Undergraduate levels)
- Futures, Options, and Other Derivatives (Undergraduate level)
- Business Research Methods (Graduate level)
- Econometrics and Forecasting (Graduate and Undergraduate levels)
- Financial Institutions (Graduate level)
- Investments (Undergraduate level)
Dr. Christofi's research interests include assessment and pricing of financial risks associated with investment and financing decisions of financial management.
Assurance of Learning Committee, (Chair), Monmouth University, LHBS
Department Chair, 1998-2007, Monmouth University
Member of the American Finance Association (1978-present)
Listed in Who's Who in America, Who's Who in the East
Served as a referee for Decision Sciences, Financial Review, Multinational Finance Journal, Global Finance Journal, Review of Financial Economics, Advances in Working Capital Management, Journal of Business and Economic Studies, and Quarterly Review of Economics and Finance
(2012) "Corporate Sustainability:Historical Development and Reporting Practices." Management Research Review, 35, 2, 157-172.
(2011) "Lessons from the 2007-08 Financial Crisis and Action for the Future." (with P. Christofi and J. Malindretos), International Journal of Economic Research, 8, 1, 47-62.
(2004) "Bank Relationships in France" (with Benedicte Millet-Reyes). The International Journal of Finance, 16,1, 2805-2823.
(2001) "Correlation in Price Changes and Volatility of Major Asian Stock Markets" (with A. Pericli and K. Nishiyama). In I. Meric and G. Meric, eds., Global Financial Markets at the Turn of the Century, Pergamon-Elsevier Science, Ltd., pp. 61-73.
(2000) "The Information Content of Volatility: The Case of the S&P 100 Stock Index." (with A. Pericli). In Jess Boronico, ed., Studies in the Strategy and Tactics of Competitive Advantage: Management in the New Millennium, The Edwin Mellen Press, NY, Ch. 9, 197-210.
(1999) "Time-Varying Risk and Return and Their Implication for Global Portfolio management" (with P. Theodossiou and A. Pericli). The Journal of Investing, 8, 62-69.
(1999) with A. Pericli, "Correlation in Price Changes and Volatility of Major Latin American Stock Markets," The Journal of Multinational Financial Management, (9), pp. 79-93.
(1999) (forthcoming) with P. Theodossiou and A. Pericli, "Time-Varying Risk and Return and Their Implication for Global Portfolio Management," The Journal of Investing
(1998) with A. Pericli and M. Lori, "The Estimation of the Nelson-Siegel Parsimonious Modeling of the yield curves using an exponential GARCH process," Managerial Finance, (24), pp. 1-19.
(1998) with P. Christofi, M. Lori, and D. Moliver, "Evaluating common stocks using Value Line's projected cash flows and implied growth rate," Journal of Investing, (8) pp. 38-45.
(1997) "Volatility reversion and Correlation Structure of Returns in Major International Stock Markets." (with P. Theodossiou, E. Kahya, and G. Koutmos). The Financial Review, 32, pp. 205-224.
(1995) "Simple criteria for optimal portfolio selection revisited." (with P. Theodossiou). Advances in Mathematical Programming and Financial Planning, 4, pp. 45-59.
(1995) “Modeling the Default-Free Bond Yield Curves” ( with Kris Conforti). The Journal of Fixed Income, 2, 4, 45-57.