Georgy Chabakauri

Research Interests:

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

Education

• PhD London Business School (2004 — 2009)
• PhD Moscow State University (2001.09 — 2004.05)
• MA New Economic School (2001.09 — 2003.07)
• MSc Moscow State University (1996.09 — 2001.06)

Publications:

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

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

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

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

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

• Chabakauri, G., 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.