Alexei Goriaev

UBS AG Assistant Professor of Finance,
Masters in Finance Program Director
New Economic School
Nakhimovsky prospekt 47, suite 1721 (11)
Moscow 117418, Russia
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

Investment Theory

Econometrics of Financial Markets

Risk Management

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 Alexey Zabotkin, Emerging Markets Review (2006)

“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 Konstantin Sonin

“Should emerging market investors diversify abroad despite superior domestic performance?” with Sergei Prikhodko

“Risk factors in the Russian stock market”

Some personal stuff

Musaic

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