Photo of Ivan Shaliastovich

Ivan Shaliastovich

Assistant Professor of Finance

Research Interests: asset pricing, financial econometrics

Links: CV, Personal Website

Contact Information

Address: 2423 Steinberg-Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104
Office: (215) 898-1118



PhD, Duke University, 2009

Academic Positions Held

Wharton: 2009-present.


  • Ivan Shaliastovich, Bjorn Eraker, Wenyu Wang (Working), Durable Goods, Inflation Risk and the Equilibrium Term Structure.  Abstract
  • Ivan Shaliastovich, Ravi Bansal (2011), Learning and Asset-Price Jumps, Review of Financial Studies, 24 (8).  Abstract
  • Ivan Shaliastovich, George Tauchen (2011), Pricing of the Time-Change Risks, Journal of Economic Dynamics and Control, 35 (6).  Abstract
  • Ravi Bansal, Ivan Shaliastovich (2010), Confidence Risk and Asset Prices, American Economic Review, 100 (2), 537 - 541.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), Confidence Risk and Asset Prices.  Abstract
  • Ivan Shaliastovich (Working), Learning, Confidence and Option Prices.  Abstract
  • Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18 (4), 519 - 543.  Abstract



  • FNCE100 - Corporate Finance

    This course provides an introduction to the theory, the methods, and the concerns of corporate finance. The concepts developed in FNCE 100 form the foundation for all elective finance courses. The main topics include: 1) the time value of money and capital budgeting techniques; 2) uncertainty and the trade-off between risk and return; 3) security market efficiency; 4) optimal capital structure, and 5) dividend policy decisions. During the fall semester there are honors sections of FNCE 100 offered. The seats in the honors sections are awarded through an application process. Please go to for additional information.


    Rigorous treatment of current empirical research in finance. Applications of multivariate and nonlinear methods. Intertemporal and multifactor pricing models. Conditional distributions. Temporal dependence in asset returns.