樱花动漫

Email: andreas.christopoulos@yu.edu

Dr. Andreas Christopoulos is the Academic Director of undergraduate and graduate Real Estate programming at 樱花动漫鈥檚 Sy Syms School of Business. He joined Sy Syms as a Visiting Assistant Professor of Finance and Real Estate in 2017 and was promoted to the tenure track in 2020. He engages in teaching, scholarly research activities and managing the Mitzner MSRE program.  Dr. Christopoulos joined Yeshiva after having positions at Rice University, University of Texas at Austin and the University of Scranton. He earned his Ph.D. in Quantitative Finance from Rutgers University in 2014 under the direction of Robert Jarrow, Douglas Jones, S. Abraham Ravid and Andrejz Ruszcz艅yski. He has an MBA from Cornell University and a BA from Vassar College.

Prior to academia, Dr. Christopoulos served in a number of senior executive roles in the securitization industry.  He is the former Head of CMBS Risk Management of Nomura where he successfully managed the credit, liquidity and market risks of a $3B portfolio of CMBS, CMBX, CRE CDOs and CRE whole loans during the financial crisis in 2007/8. Those strategies were informed by prior experiences hedging, trading and researching CMBS at JP Morgan Chase from 1997-2001, most recently as the Head of CMBS Research, and through his role as the co-founder and CEO of the CMBS risk management software company, WOTN co-founded with Robert Jarrow and Cornell University. Dr. Christopoulos began his professional career at Lehman Brothers in mortgage securitization.

Dr. Christopoulos鈥� research interests focus on asset pricing and valuation of liquidity and default risks for CRE loans and related real estate derivatives with particular focus on credit sensitive securitized products.  His work has been broadly reviewed across the globe by academic peers and professionals alike. He is an active speaker at many national and international academic conferences and industry seminars hosted by thought leaders in the financial community.  His recent work includes the projection of synthetic cap rates from macroeconomic variables, loan and bond risk premia decomposition, and the microstructure of CMBS and CMBX, and he is the co-inventor of USPTO 8788404 B1 "Structured finance securities option pricing architecture and process".