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Gregory Koutmos

Gregory Koutmos

Fairfield University

H-index: 25

North America-United States

About Gregory Koutmos

Gregory Koutmos, With an exceptional h-index of 25 and a recent h-index of 14 (since 2020), a distinguished researcher at Fairfield University, specializes in the field of Asset Pricing, Risk Management, Market Volatility.

His recent articles reflect a diverse array of research interests and contributions to the field:

Modeling the Time Variation in Factor Exposures

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns

Higher co-moment capm and hedge fund returns

Risk dynamics around restatement announcements

Gregory Koutmos Information

University

Position

Dolan School of Business

Citations(all)

4497

Citations(since 2020)

778

Cited By

4040

hIndex(all)

25

hIndex(since 2020)

14

i10Index(all)

35

i10Index(since 2020)

16

Email

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University Profile Page

Fairfield University

Google Scholar

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Gregory Koutmos Skills & Research Interests

Asset Pricing

Risk Management

Market Volatility

Top articles of Gregory Koutmos

Title

Journal

Author(s)

Publication Date

Modeling the Time Variation in Factor Exposures

Journal of Finance and Investment Analysis

Johan Knif

James W Kolari

Gregory Koutmos

Seppo Pynonen

2023

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns

Financial Review

Kenneth Högholm

Johan Knif

Gregory Koutmos

Seppo Pynnönen

2021/2

Higher co-moment capm and hedge fund returns

Atlantic Economic Journal

Johan Knif

Dimitrios Koutmos

Gregory Koutmos

2020/3

Risk dynamics around restatement announcements

Review of Quantitative Finance and Accounting

Katsiaryna Salavei Bardos

Brandon N Cline

Gregory Koutmos

2020/5

See List of Professors in Gregory Koutmos University(Fairfield University)