Georgy Chabakauri


Assistant Professor of Finance

London School of Economics

Description: Georgy_Chabakauri







Research Interests:

asset pricing, portfolio choice, risk management.



Chabakauri, G., 2015, “Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio ConstraintsJournal of Monetary Economics, forthcoming.

Chabakauri, G., 2013, “Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio ConstraintsReview of Financial Studies 26, 3104-3141.

Basak, S., and G. Chabakauri, 2012, “Dynamic Hedging in Incomplete Markets: A Simple SolutionReview of Financial Studies 25, 1845-1896.

Basak, S., and G. Chabakauri, 2010, “Dynamic Mean-Variance Asset AllocationReview of Financial Studies 23, 2970-3016.


Working Papers:

Chabakauri, G., Yuan, K., and K. Zachariadis, 2014, “Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims,” Working Paper;

Chabakauri, G., 2014, “Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors,” Working Paper;

Chabakauri, G., and O. Rytchkov, 2014,  “Asset Pricing with Index Investors,” Working Paper;

Bhattacharya, S., G. Chabakauri, and K. Nyborg, 2011, “Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation,” Working Paper.




Contact Information:

Georgy Chabakauri

Assistant Professor

London School of Economics,

Department of Finance,

Houghton Street,

London WC2A 2AE, UK

Phone: +44 (0) 20 7107 5374 (office)

E-mail: G.Chabakauri[at]

Author page on SSRN











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