Quick Links

» CV
» Publications
» Current Research

Ivan Shaliastovich
Assistant Professor of Finance


Education

PhD, Duke University, 2009

Academic Positions Held

Wharton: 2009-present.

For more information, go to My Personal Page

Publications
Ravi Bansal, Ivan Shaliastovich (2010), Confidence Risk and Asset Prices, American Economic Review, Papers and proceedings 100(2), May 2010, 537—41
Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18(4), October 2008, 519—43

top of page

Current Research
Ravi Bansal, Ivan Shaliastovich 2010, A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
Ravi Bansal, Ivan Shaliastovich 2010, Confidence Risk and Asset Prices
Ivan Shaliastovich, George Tauchen 2009, Pricing of the Time-Change Risks
Ravi Bansal, Ivan Shaliastovich 2009, Learning and Asset-Price Jumps
Ivan Shaliastovich 2009, Learning, Confidence and Option Prices

top of page
 
 
Shaliastovich Ivan
Ivan Shaliastovich
 2423 Steinberg-Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
Phone: (215) 898-1118
ishal@wharton.upenn.edu

Research Interests:
Asset pricing; financial econometrics