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Department of Finance
Assistant Professor in Finance
+44 (0)20 7107 5374
g.chabakauri@lse.ac.uk
Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors Working papers , Social Science Research Network (SSRN), Rochester, USA.
Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors SRC Discussion Paper, No 35. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.
Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing Working papers , Social Science Research Network (SSRN), Rochester, USA.
Chabakauri, Georgy (2014) Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints Journal of Monetary Economics, online. 1-14. ISSN 0304-3932
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims Working papers , Social Science Research Network (SSRN) , Rochester, USA.
Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints Review of Financial Studies, 26 (12). 3104-3141. ISSN 0893-9454
Basak, Suleyman and Chabakauri, Georgy (2012) Dynamic hedging in incomplete markets: a simple solution Review of Financial Studies, 25 (6). 1845-1896. ISSN 0893-9454
Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis Department of Finance, London School of Economics and Political Science, London, UK.
Basak, Suleyman and Chabakauri, Georgy (2010) Dynamic mean-variance asset allocation Review of Financial Studies, 23 (8). 2970-3016. ISSN 0893-9454
Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints Working paper series, London School of Economics and Political Science, London, UK.
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