Sources of Entropy in Dynamic Representative Agent Models
Mikhail Chernov is a Professor of Finance at London School of Economics and a Research Affiliate at the Centre for Economic Policy Research (CEPR).
| Event information | |
|---|---|
| Date | 3 November 2010 |
| Time | 13:00-14:00 (Timezone: Europe/London) |
| Venue | ICMA Centre, Room G03/04 |
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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.