My research area is Mathematical Finance. In particular, I am interested in problems on utility maximization and their applications in the pricing of derivative products in incomplete markets. The relatively new and recently widely developed theory of convex risk measures is also among the fields that I like. Here are my publications:

• “Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability”, joint work with Gordan Zitkovic, Annals of Finance (2010) 6:107-135.

• “On Agents' Agreement and Partial Equilibrium Pricing in Incomplete Markets’’, joint work with Gordan Zitkovic, to appear in Mathematical Finance.

• “On Contingent Claims Pricing in Incomplete Markets: A Risk Sharing Approach”, joint work with Nikolaos E. Frangos, Stylianos Z. Xanthopoulos and Athanasios N. Yannacopoulos (submitted for publication).

For the (really) interested ones, this is the link for my Ph.D. Thesis.