Georgy Chabakauri Assistant Professor of Finance London School of Economics

Research Interests: asset pricing with frictions, macro-finance, asymmetric information, portfolio choice, risk management. Publications: Chabakauri, G., 2015, “Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio Constraints,” Journal of Monetary Economics 75, 21-34. Chabakauri, G., 2013, “Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints,” Review of Financial Studies 26, 3104-3141. Basak, S., and G. Chabakauri, 2012, “Dynamic Hedging in Incomplete Markets: A Simple Solution,” Review of Financial Studies 25, 1845-1896. Basak, S., and G. Chabakauri, 2010, “Dynamic Mean-Variance Asset Allocation,” Review of Financial Studies 23, 2970-3016. Working Papers: Chabakauri, G., and B. Y. Han, 2016, “Capital Requirements and Asset Prices.” European Finance Association Best Conference Paper Award SFS Finance Cavalcade Best Paper Award in Asset Pricing, European Winter Finance Symposium Best Paper Prize in Memory of S. Bhattacharya. 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.” Basak, S., G. Chabakauri, and M. D. Yavuz, 2016, “Investor Protection and Asset Prices.” 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