Photo of Ivan Shaliastovich

Ivan Shaliastovich

Assistant Professor of Finance

Research Interests: asset pricing, financial econometrics

Links: CV, Personal Website


  • Ivan Shaliastovich (2015), Learning, confidence, and option prices, Journal of Econometrics, 187 (1), 18 - 42.
  • Darien Huang, Ivan Shaliastovich (Draft), Volatility-of-Volatility Risk.  Abstract
  • Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron (2014), Volatility, the Macroeconomy, and Asset Prices, Journal of Finance, 69 (6), 2471 - 2511.
  • Darien Huang, Ivan Shaliastovich (Draft), Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets.  Abstract
  • Ivan Shaliastovich, Ravi Bansal (2013), A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets, Review of Financial Studies, 26 (1), 1 - 33.
  • 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), 2738 - 2780.  Abstract
  • Ivan Shaliastovich, George Tauchen (2011), Pricing of the Time-Change Risks, Journal of Economic Dynamics and Control, 35 (6), 843 - 858.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (2010), Confidence Risk and Asset Prices, American Economic Review, 100 (2), 537 - 541.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), Confidence Risk and Asset Prices.  Abstract
  • Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18 (4), 519 - 543.  Abstract