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Sources of Entropy in Dynamic Representative Agent Models

Event information
Date 3 November 2010
Time 13:00-14:00 BST
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He obtained his PhD from Pennsylvania State University, following which he was an Associate Professor of Finance at Columbia Business School and then an Associate Professor of Finance at London Business School. His research covers the fields of asset pricing, derivatives, fixed income and financial econometrics, with specific interest in interest rates and options and their relationship to macroeconomic fundamentals. Mikhail published his research in the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among other publications.