Georgy Chabakauri

 

Assistant Professor of Finance

London School of Economics

Description: Georgy_Chabakauri

 

 

 

 

 

 

Research Interests:

asset pricing, portfolio choice, risk management. 

 

Publications:

Chabakauri, G., 2015, “Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio ConstraintsJournal of Monetary Economics 75, 21-34.

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., and B. Y. Han, 2016, “Capital Requirements and Asset Prices

       SFS Cavalcade Best Paper Award in Asset Pricing,

       European Winter Finance Symposium Best Paper Prize in Memory of S. Bhattacharya.

Basak, S., G. Chabakauri, and M. D. Yavuz, 2016, “Investor Protection and Asset Prices

Chabakauri, G., Yuan, K., and K. Zachariadis, 2016, “Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Chabakauri, G., and O. Rytchkov, 2016,  “Asset Pricing with Index Investors

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

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

 

 

 

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]lse.ac.uk

Author page on SSRN

CV