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Aytek Malkhozov

Asset prices in affine real business cycle models

Thu, 2014-08-21 14:08

Author: Malkhozov, Aytek 

Publication: Journal of Economic Dynamics and Control

Abstract:

Category:
Source Site: /desautels

Asset Prices in Affine Real Business Cycle Models

Wed, 2014-06-04 13:55

Author: MalkhozovAytek

Publication: Journal of Economic Dynamics and Control, Forthcoming

Abstract:

Category:
Source Site: /desautels

Aytek Malkhozov

Aytek Malkhozov
Assistant Professor, Finance
Degree(s): 

PhD, Finance, London School of Economics, UK
MSc, Finance and Economics, London School of Economics, UK

Area(s): 
Finance
Email Address: 
aytek [dot] malkhozov [at] mcgill [dot] ca
Address: 

Bronfman Building, [Map]
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Courses: 

FINE702 Continuous Time Finance
FINE630 Fixed Income Markets
FINE451 Fixed Income Markets
FINE342 Finance 2

Curriculum Vitae: 
Research Areas: 
Asset Pricing
Risk Management
Selected Publications : 

Papers in Peer-Reviewed Journals

Books and Edited Volumes

Chapters in Books

Awards, Honours, and Fellowships: 

Awards

2013: Chaire Asset Management Dauphine‐Amundi Prize 
2013: Paul Woolley Centre Working Paper Series Prize 
2013: IFM2 Mathematical Finance Days Best Paper Award

Fellowships

Grants

2012-2015: Institut de Finance Mathématique de Montréal Grant

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