Summary
Alexander Michaelides is a Professor of Finance at Imperial College Business School since September 2013, Head of the Department of Finance since October 2014, and Research Fellow at CEPR (International Macroeconomics and Financial Economics Programmes).
Alexander Michaelides' research interests include household finance (for example, portfolio choice over the life cycle), asset pricing with heterogeneous agents and financial frictions, housing markets and topics in the intersection of macroeconomics and finance.
Alexander was previously a lecturer (2001-2006) and associate professor (2006-2010) at the Department of Economics, London School of Economics, and a professor of finance at the Department of Public and Business Administration, University of Cyprus in 2010-2014. Before that he was lecturer (1998-2000) and assistant professor (2000-2001) at the Department of Economics, University of Cyprus.
He holds a Ph.D. in Economics from Princeton University (1997) and a B.A. in Economics from Harvard (1993).
He has held visiting scholar positions at the Federal Reserve Bank of New York and the Board of Governors of the Federal Reserve System, was a Wim Duisenberg Research Fellow at the European Central Bank (2012) and a senior researcher at the Central Bank of Cyprus (2009-2010). Between May 2013 and November 2013 he was a non-executive member of the Board of Directors of the Central Bank of Cyprus.
Publications
Journals
Michaelides A, 2020, Tactical Target Date Funds, Management Science, ISSN:0025-1909
Mankart J, Michaelides A, Pagratis S, 2020, Bank capital buffers in a dynamic model, Financial Management, Vol:49, ISSN:0046-3892, Pages:473-502
Michaelides A, Milidonis A, Nishiotis G, 2019, Private information in currency markets, Journal of Financial Economics, Vol:131, ISSN:0304-405X, Pages:643-665
Michaelides A, Zhang Y, 2017, Stock market mean reversion and portfolio choice over the life cycle, Journal of Financial and Quantitative Analysis, Vol:52, ISSN:0022-1090, Pages:1183-1209
Conference
Haliassos M, Michaelides A, 2019, Asset and Debt Participation of Households: Opportunities and Challenges in Eliminating Borders, Conference on Capital Market Union and Beyond, MIT PRESS, Pages:113-126