Photo of Ivan Shaliastovich

Ivan Shaliastovich

Assistant Professor of Finance

Research Interests: asset pricing, financial econometrics

Links: CV, Personal Website


  • 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
  • Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18 (4), 519 - 543.  Abstract