Oleg Rytchkov

Dr. Oleg Rytchkov joined the Fox School of Business in 2009. He earned a doctorate degree in Financial Economics from the Sloan School of Management, MIT in 2007 and a doctorate degree in Physics from Steklov Mathematical Institute in 2001. Prior to joining the Fox School of Business, Dr. Rytchkov taught at the McCombs School of Business, University of Texas at Austin. Dr. Rytchkov’s research interests include theoretical and empirical asset pricing and capital markets.

His research has been published in top academic journals including the Journal of Finance, Review of Financial Studies, Journal of Economic Theory, and Journal of Financial and Quantitative Analysis and presented at many seminars and conferences.

Sample Publications

• Rytchkov, Oleg and Xun Zhong, 2019, Information Aggregation and P-hacking, Management Science, forthcoming
• Marmora, Paul and Oleg Rytchkov, 2018, Learning about Noise, Journal of Banking and Finance 89, 209-224
• Light, Nathaniel, Denys Maslov, and Oleg Rytchkov, 2017, Aggregation of Information about the Cross Section of Stock Returns: A Latent Variable Approach, Review of Financial Studies 30, 1339-1381
• Rytchkov, Oleg, 2016, Time-Varying Margin Requirements and Optimal Portfolio Choice, Journal of Financial and Quantitative Analysis 51, 655-683
• Rytchkov, Oleg, 2014, Asset Pricing with Dynamic Margin Constraints, Journal of Finance 69, 405-452

Awards and Honors

• Joseph E. Boettner Research Fellow (2017 – present) Best Paper Award
• 2016 UAE Quantitative Research Symposium, Finance and Accounting Track
• MSIM Faculty of the Year, Temple University (2013)
• PhD Student Travel Grant, Western Finance Association (2007)
• Presidential Fellowship, MIT Sloan School of Management (2002 – 2003)

Teaching

Fox School of Business, Temple University

• Investments (undergraduate and graduate levels)
• Derivatives and Financial Risk Management (undergraduate level)
• Asset Pricing (graduate level)
• Business Econometrics II and III (doctoral level)
• Empirical Asset Pricing (doctoral level)