Chabakauri, Georgy

Dr Georgy Chabakauri  

Department

Position held

Assistant Professor in Finance

 

Experience keywords:

asset pricing; portfolio choice; risk management

Sectors and industries to which research relates:

Financial Services; Risk Management

Languages:

Russian [Spoken: Fluent, Written: Fluent]

Contact Points

LSE phone number:

+44 (0)20 7107 5374

Publications

2015

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.

2014

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.

2013

Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints Review of Financial Studies, 26 (12). 3104-3141. ISSN 0893-9454

2012

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

2011

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.

2010

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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