Georgy Chabakauri

Assistant Professor of Finance

Research interests

Selected papers

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

• G. Chabakauri, 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

• Basak, S., G. Chabakauri, and M. D. Yavuz, 2016, “Investor Protection and Asset Prices,” Working Paper.
  
  
• Chabakauri, G., and B. Y. Han, 2016, “Capital Requirements and Asset Prices,” Working Paper.
  
  
• Chabakauri, G., Yuan, K., and K. Zachariadis, 2016, “Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims,” Working Paper.
  
  
• Chabakauri, G., and O. Rytchkov, 2016,  “Asset Pricing with Index Investors,” Working Paper.
  
  
• Chabakauri, G., 2014, “Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors,” Working Paper.
  
  
• Bhattacharya, S., G. Chabakauri, and K. Nyborg, 2011, “Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation,” Working Paper.

Teaching

• Office Hours (internal LSE access only)

Lectures/classes

• FM473 Finance I
  Current students click here for more course information

• FM503 Asset Pricing for Research Students
  Current students click here for more course information

Other webpages

• Dr Georgy Chabakauri's Personal webpage