Dr Constantin MELLIOS

Constantin Mellios is a Professor of finance at Sorbonne Management School, University of Paris 1 Panthéon-Sorbonne, where he received his PhD (award of the best thesis written in Economics and Management Sciences for the Paris region universities). He is the director of the MSc in Financial Markets and was, from 2008 to 2012, the director of the research center in management sciences, PRISM-Sorbonne. He is a member of the executive committee of the Laboratory of Excellence « Financial Regulation » and he is head of the research axis « Asset Valuation and Allocation, and Risk Management ».

Constantin teaches courses in financial markets and portfolio management, continuous time asset allocation, options markets and pricing, and interest rate derivatives. His research interests are in the areas of portfolio management and dynamic asset allocation, energy markets and commodities, derivatives pricing and hedging, incomplete information and finance, sovereign credit risk and rating. He has published numerous articles in academic journals on these topics and was the recipient of the outstanding derivatives paper award at the 2010 Eastern Finance Association Miami meeting.