Nikolaos Tessaromatis


Main contributions

Journal of Banking & Finance (2020), Quantitative Finance (2018), Financial Analysts Journal (2017), European Financial Management (2017), Bankers, Markets & Investors (2014), Journal of Asset Management (2012), Journal of Banking & Finance (2012 ; 2013), International Review of Economics and Finance (2009), Applied Financial Economics (2008), International Review of Financial Analysis (2008), Journal of Portfolio Management (2004), Managerial Finance (2001), Journal of Banking and Finance (1990 ; 2015 ; 2020), The Journal of International Securities Market (1990), Journal of Business Finance and Accounting (1989), The Business Economist (1985)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Pension fund asset-liability management, global investment strategies, fund manager selection and risk management


Nikolaos Tessaromatis, PhD, is a Professor of Finance at EDHEC Business School. Prior to joining EDHEC Business School Dr Tessaromatis was CEO and CIO of EDEKT Asset Management, the leading fiduciary manager of Greek pension funds. Before EDEKT, he was Director of Investments at ATE Finance, Principal and Head of Research and Product Development at Gartmore Investment Management, Associate Director at Nat-West Investment Management and Senior Quantitative Analyst at Hermes Investment Management. A financial economist with interest and experience in applying modern portfolio theory to the management of institutional assets, his professional experience includes creation and management of quantitatively driven investment products, index fund management, portfolio risk management and advice on strategic asset allocation. His academic experience includes positions as Associate Professor of Finance at ALBA Graduate Business School and Lecturer in Finance at Warwick Business School. He was also Chairman of the Board of Directors, School of Education of Employees at the Greek Ministry of the Economy.

Publications of Nikolaos Tessaromatis

27.07.2023 - Article in a peer reviewed journal

The disappearing profitability of volatility-managed equity factors

TIMOTHEOS ANGELIDIS, Nikolaos Tessaromatis

Journal of Financial Markets, Volume 65, July 2023

02.05.2022 - Article in a peer reviewed journal

Forecasting the Long-Term Equity Premium for Asset Allocation

Nikolaos Tessaromatis, Athanasios Sakkas

Financial Analysts Journal, May 2022, Pages 1 - 53

06.03.2020 - Article in a peer reviewed journal

Factor based commodity investing

Nikolaos Tessaromatis, Sakkas Athanasios

Journal of Banking and Finance, Volume 115, March 2020, Pages 1 - 19

18.06.2018 - Article in a non peer reviewed journal

Real Estate Factor Modelling: A Literature Review

Nikolaos Tessaromatis

Real estate factor modelling, June 2018, Pages 1 - 13

01.03.2018 - EDHEC publication

Factor-Based Commodity Investing

Nikolaos Tessaromatis, Sakkas Athanasios

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018

Derniers articles EDHEC Vox


Brexit as seen by the experts at EDHEC Business School

  • Olivier Beddeleem ,
  • Ludovic Cailluet , Professor, Associate Dean
  • Arnaud Chéron ,
  • Emmanuel Metais , Dean of EDHEC Business School
  • Dominic O'Kane , Professor
  • Nikolaos Tessaromatis , Professor
  • Philippe Very , Professor of Strategy