Photo of Ivan Shaliastovich

Ivan Shaliastovich

Assistant Professor of Finance

Research Interests: asset pricing, financial econometrics

Links: CV, Personal Website

  • FNCE934 - Empirical Methods In Asset Pricing

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