Dr. Dimitrios Koutmos

Dimitrios Koutmos

Associate Professor of Finance


Office: ALLI 333
Phone: 979-317-3441
Email: dimitrios.koutmos@tamucc.edu


Ph.D., Durham University, 2012
M.S., Fairfield University, 2006
B.S., Fairfield University, 2005

Joined the faculty in 2020

  • Research Interests: Asset Pricing, Banking, Blockchain, Cryptocurrencies, Data Analytics, FinTech, Monetary Policy
  • Teaching Interests: Banking, Derivatives, Econometrics, Financial Network Theory, FinTech, Investments, Portfolio Analysis, Risk Management


Dr. Dimitrios Koutmos teaches and conducts research on the RELLIS Campus. He is an assistant professor of finance with research specializations in asset pricing, banking, blockchain technologies, data analytics, derivatives and risk management. He has taught on a range of subjects in China, Europe, and the United States where he is privileged to have worked with a diverse student body over the years. Dimitrios' passion is in teaching and research, and the interplay between the two. He regularly involves students with his research. In recent years, he has served as an adviser to undergraduate students that have ultimately published their manuscripts in peer-reviewed academic journals pertaining to topics such as artificial intelligence and blockchain technologies. Dimitrios' recent research on blockchain-based cryptocurrencies has featured in news outlets such as Business Insider and Yahoo! Finance. His research is regularly presented at international academic conferences, where he has earned recognitions such as “Best Paper” award and other distinctions. In recent years, he has also been awarded as a recognized reviewer by the European Journal of Operational ResearchJournal of Banking and FinanceJournal of Empirical FinanceJournal of International Financial Markets, Institutions and MoneyQuarterly Review of Economics and FinanceResearch in International Business and Finance, and Economics Letters, respectively.

Selected Publications

  • Koutmos, D., & Payne, J. E. (2020). Intertemporal asset pricing with bitcoin. Review of Quantitative Finance and Accounting, 1-27.
  • Koutmos, D., Wu, B., & Zhang, Q. (2020). In search of winning mutual funds in the Chinese stock market. Review of Quantitative Finance and Accounting, 54(2), 589-616.
  • Koutmos, D. (2019). Market risk and Bitcoin returns. Annals of Operations Research, 1-25.
  • Zhang, Q., Koutmos, D., Chen, K., & Zhu, J. (2019). Using operational and stock analytics to measure airline performance: A network DEA approach. Decision Sciences.
  • Koutmos, D. (2019). Asset pricing factors and bank CDS spreads. Journal of International Financial Markets, Institutions and Money, 58, 19-41.
  • Koutmos, D. (2018). Return and volatility spillovers among cryptocurrencies. Economics Letters, 173, 122-127.
  • Koutmos, D. (2018). Liquidity uncertainty and Bitcoin’s market microstructure. Economics Letters, 172, 97-101.
  • Koutmos, D. (2018). Bitcoin returns and transaction activity. Economics Letters, 167, 81-85.
  • Koutmos, D. (2018). Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?. Annals of Operations Research, 266(1-2), 441-498.
  • Koutmos, D., Bozos, K., Dionysiou, D., & Lambertides, N. (2018). The timing of new corporate debt issues and the risk-return tradeoff. Review of Quantitative Finance and Accounting, 50(4), 943-978.
  • King, T., Bozos, K., & Koutmos, D. (2017). Shareholder activism and equity price reactions. Economics Letters, 160, 100-104.
  • Chau, F., Deesomsak, R., & Koutmos, D. (2016). Does investor sentiment really matter?. International Review of Financial Analysis, 48, 221-232.
  • Koutmos, D. (2015). Is there a positive risk‐return tradeoff? A forward‐looking approach to measuring the equity premium. European Financial Management, 21(5), 974-1013.
  • Bozos, K., Koutmos, D., & Song, W. (2013). Beta risk and price synchronicity of bank acquirers’ common stock following merger announcements. Journal of International Financial Markets, Institutions and Money, 27, 47-58.
  • Koutmos, D. (2012). An intertemporal capital asset pricing model with heterogeneous expectations. Journal of International Financial Markets, Institutions and Money, 22(5), 1176-1187.


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