Georgy Chabakauri


Assistant Professor of Finance

London School of Economics

Description: Georgy_Chabakauri







Research Interests:

asset pricing, portfolio choice, risk management.



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., 2014, “Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio Constraints,” 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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