Georgy Chabakauri

 

Associate Professor of Finance

London School of Economics

 

 

 

 

 

 

Research Interests:

asset pricing with frictions, macro-finance, asymmetric information, portfolio choice, risk management. 

 

Publications:

1.     Chabakauri, G., Yuan, K., and K. Zachariadis, 2021, “Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims,” Review of Economic Studies, forthcoming.

2.     Chabakauri, G., and O. Rytchkov, 2021,  Asset Pricing with Index Investors,” Journal of Financial Economics 141, 195-216.

3.     Chabakauri, G., and B. Y. Han, 2020, “Collateral Constraints and Asset Prices,” Journal of Financial Economics 138, 754-776.

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.

4.    Basak, S., G. Chabakauri, and M. D. Yavuz, 2019, “Investor Protection and Asset Prices,” Review of Financial Studies 32, 4905-4946.

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

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

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

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

 

Working Papers:

Chabakauri, G., V. Fos, and W. Jiang, 2022, “Trading ahead of barbarians’ arrival at the gate: insider trading on non-insider information.”

Barinov, A., and G. Chabakauri, 2020, “Idiosyncratic volatility, growth options, and cross-section of returns.”

Chabakauri, G., 2015, “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” (available upon request). 

Contact Information:

Georgy Chabakauri

Associate Professor

London School of Economics,

Department of Finance,

Houghton Street,

London WC2A 2AE, UK

E-mail: G.Chabakauri[at]lse.ac.uk

Author page on SSRN

CV