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Dr Renatas Kizys BA, MA, MSc, PhD, FHEA

Associate Professor in Finance

Renatas Kizys is an Associate Professor in Finance within Southampton Business School at the University of Southampton.

I received BA and MA degrees in Economics from the University of Vilnius, Lithuania, and MSc and PhD in Economics from the University of Alicante, Spain. I also graduated from the Advanced Studies Program in International Economic Policy Research at the Kiel Institute for the World Economy, Germany.

Prior to joining the University of Southampton, I spent 8 years working at the University of Portsmouth, where I held various positions, including Reader in Finance, Interim Head of Economics and Finance Subject Group, and Faculty of Business and Law’s Research Degrees Coordinator.

I spent 3.5 years working as an Assistant Professor at the Technological Institute of Monterrey, Mexico. I was also a P.K. Woolley Research Fellow within the Department of Economics and Related Studies at University of York, UK. I have held visiting academic positions in China, Germany, Lithuania, Indonesia and Spain.

Research

Publications

Teaching

Contact

Research interests

My research interests cover a broad spectrum of topics, including asset pricing, cryptocurrencies, energy economics and finance, environmental finance, financial markets and the macroeconomy, financial risk, investor sentiment and financial asset valuation, and portfolio optimisation.

PhD supervision

I shall welcome applications to undertake PhD research study broadly related to, but not restricted to, any of the above areas. Excellent candidates are encouraged to email me to informally discuss their research plans before they apply for our PhD Programme.

My PhD students have embarked on successful careers at Durham University, University of Portsmouth, University of Sussex, Yorkshire Building Society, Tianjin University of Commerce, China, as well as Africa Centre for Energy Policy, Ghana.

Research projects

Circular economy modelling and empowerment perspective in a small open economy (CEMESOE). Project Number: P-MIP-19-62, funded by Research Council of Lithuania.

Department

Department of Banking and Finance

Research group

Computational Finance & Business Analytics Banking

Affiliate research groups

Finance and Sustainable Development, Risk Research, CORMSIS, Centre for Digital Finance

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Articles

Conferences

Nieto, A., Juan, A. A., Bayliss, C., & Kizys, R. (2021). Asset and liability management in insurance firms: A biased-randomised approach combining heuristics with monte-carlo simulation. In M. Fakhimi, T. Boness, & D. Robertson (Eds.), Operational Research Society 10th Simulation Workshop, SW 2021 - Proceedings (pp. 405-414). (Operational Research Society 10th Simulation Workshop, SW 2021 - Proceedings). Operational Research Society. https://doi.org/10.36819/SW21.044
Calvet, L., Kizys, R., Juan, A. A., & De Armas, J. (2016). A SimILS-based methodology for a portfolio optimization problem with stochastic returns. In R. León, M. Muñoz-Torres, & J. Moneva (Eds.), Modeling and Simulation in Engineering, Economics and Management. MS 2016 (Vol. 254, pp. 3-11). (Lecture Notes in Business Information Processing; Vol. 254). Springer. https://doi.org/10.1007/978-3-319-40506-3_1
Doering, J., Juan, A. A., Kizys, R., Fito, A., & Calvet, L. (2016). Solving realistic portfolio optimization problems via metaheuristics: a survey and an example. In R. León, M. Muñoz-Torres, & J. Moneva (Eds.), Modeling and Simulation in Engineering, Economics and Management. MS 2016 (Vol. 254, pp. 22-30). (Lecture Notes in Business Information Processing; Vol. 254). Springer. https://doi.org/10.1007/978-3-319-40506-3_3
Terradez, M., Kizys, R., Juan, A. A., Debon, A. M., & Sawik, B. (2015). Risk scoring models for trade credit in small and medium enterprises. In Springer Proceedings in Mathematics & Statistics Springer International Publishing. https://doi.org/10.1007/978-3-319-18029-8_26

Letter/Editorial

Chatziantoniou, I., & Kizys, R. (Ed.) (2019). Editorial. International Journal of Banking, Accounting and Finance, 10(1), 1-2. https://www.inderscience.com/info/inarticletoc.php?jcode=ijbaaf&year=2019&vol=10&issue=1

Modules taught:

MANG2064 Business Research (Level 5)
MANG6297 Advanced Time Series Modelling (Level 7)
MANG7001 Qualitative and Quantitative Research Methods (Level 8)

Dr Renatas Kizys
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK

Room Number NNN: 4/1013

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