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Room OLDM3.08

Department of Finance

London School of Economics and Political Science

Houghton Street

London WC2A 2AE


Tel: +44 (0)20 7107 5373

Fax: +44 (0)20 7242 1394

Email: i.makarov@lse.ac.uk|


Administrative Contact

Jennifer Carr, j.carr2@lse.ac.uk|


Igor Makarov

Associate Professor of Finance

Research Interests

  • Asset pricing
  • Information in asset markets
  • Delegated portfolio management
  • Hedge funds

Selected Papers

  • Rewarding Trading Skills Without Inducing Gambling, Journal of Finance, forthcoming, (with G. Plantin)
  • Equilibrium Subprime Lending, 2013,  Journal of Finance, 68(3), 849-879, (with G. Plantin)
  • CDS Auctions, 2013, Review of Financial Studies, 26(3), 768-805, (with M. Chernov and A. Gorbenko)
  • Forecasting the Forecasts of Others: Implications for Asset Pricing, 2012, Journal of Economic Theory, 147, 941-966, (with O. Rytchkov)
  • The Equity Risk Premium and the Risk-free Rate in an Economy with Borrowing Constraints, 2007, Mathematics and Financial Economics, 1, 1-19, (with L. Kogan  and R. Uppal)
  • An Econometric Analysis of Serial Correlation and Illiquidity in Hedge-Fund Returns, 2004, Journal of Financial Economics, 74, 529-609, (with M. Getmansky and A. Lo)
  • Debt Overhang and Barter in Russia, 2002,  Journal of Comparative Economics, 30, 635-656, (with  S. Guriev and M. Maurel)






Igor Makarov