Alexei Goriaev
UBS AG Assistant Professor of Finance,
Masters in Finance
New Economic School
Nakhimovsky prospekt 47,
Phone: (+7495) 1291700 ext. 112
E-mail:
[email protected]
Curriculum Vitae: in English and in Russian
Teaching |
Financial
Markets and Instruments (MiF)
Foundations
of Finance (2005/6)
Market Microstructure: the introductory lectures
Econometrics of Financial Markets
Corporate Finance (previous years)
Executive education |
Измерение рыночного
и кредитного риска, ноябрь 2007 г.
·
Общая информация и описание курса (вкл. программу)
Supervision |
Russian Financial
Data
·
Basic information on most liquid Russian stocks: id, name, # issued
stocks, dividends
·
Trading data on most
liquid Russian stocks in 1999-2007 (daily close prices and trading volumes, in
rubles)
·
Macroeconomic
data, including Euro and dollar exchange rates, MIACR (interbank credit
rates), money balances, MICEX, S&P/RUX, and Cbonds indices, and risk-free
rates for different maturities in 1999-2007 (daily)
Research Projects:
·
2007/08: Mutual Funds
·
2006/07: Financial
Policy and Corporate Governance of Russian Companies, Readings
·
2005/06: Mutual Funds,
Readings
·
2004/05: Financial Policy
of Russian Companies, Readings
·
2003/04: Portfolio
Management at the Russian Financial Market, Readings
·
2002/03: Evaluating
Performance and Strategy of Mutual Funds
Presentations |
Москва, конференция НЛУ «Российский рынок коллективных
инвестиций», 27 ноября 2007 г.
Новый
рейтинг открытых ПИФов НЛУ, РЭШ, Эксперт РА
Москва, конференция «Инвестирование в компании средней
капитализации», 20 ноября 2007 г.
Москва, Российский практический форум финансовых
директоров, 27 ноября 2007 г.
IPO Системы-Галс: опыт создания бизнес-кейса в
России
Москва, презентация новых отраслевых индексов ФК
УРАЛСИБ, 14 ноября 2007 г.
The use of financial indices in Russia
Москва, конференция «Управление рисками в России», 8
октября 2007 г.
Типичные ошибки в расчете
и анализе рисков, совместно с Д.
Джангировым
Воронеж, 2-3 марта 2004 г.
Курс
лекций Финансовые
рынки: эффективные и неэффективные, совместно с проф. К.И. Сониным
Research |
“Performance information
dissemination in the mutual fund industry”, with Theo Nijman and Bas Werker,
forthcoming in Journal of Financial
Markets
“The
relative impact of different classification schemes on mutual fund flows”, chapter 10 in
Gregoriu, G., ed. “Diversification and Portfolio Management of Mutual Funds” Palgrave-MacMillan,
2007
“Risks
of investing in the Russian stock market: Lessons of the first decade”,
with
“Yet
another look at mutual fund tournaments”, with Theo Nijman and Bas
Werker, Journal of Empirical Finance
(2005)
“Mutual
fund tournament: Risk taking incentives induced by ranking objectives”, with Fred Palomino and
Andrea Prat
“On the
behaviour of mutual fund investors and managers”, PhD dissertation
“Is
political risk company-specific? The market side of the YUKOS affair”, with
“Should emerging market investors diversify abroad
despite superior domestic performance?” with Sergei Prikhodko
“Risk factors in the Russian stock market”
Some personal stuff |
Useful links |
Wikipedia: extensive
information about finance, financial markets and
econometrics
·
Financial instruments:
money and securities, stocks and bonds, structured products
·
Financial services
industry: commercial and investment banks, derivatives, mutual / pension / hedge / exchange-traded
funds
Econometrics
library for Matlab