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Anna Obizhaeva
Anna Obizhaeva (Анна Обижаева) (CV)
Full Professor of Finance with tenure, Program Director, "Masters in Finance" program
PhD, Massachusetts Institute of Technology, 2007
Courses taught at NES:
- Investments; Contemporary issues in financial markets; Market microstructure; Asset management
aobizhaeva (at) nes.ru
Office: 233Research Interests
- Liquidity
- Financial stability
- Market microstructure
- High-frequency trading
Biography
Full Professor with tenure at NES. Before joining NES, she was Assistant Professor of Finance at the University of Maryland, College Park.
She received her PhD in Finance Economics from the MIT Sloan School of Management in 2007 and master’s diploma in Applied Mathematics from the Lomonosov Moscow State University, the Computational Mathematics and Cybernetics faculty.
Her academic interests include market microstructure and financial stability; her research covers liquidity, market crashes, volatility, price manipulation, problem of optimal execution amd information modeling.
She received the Roger F. Murray Prize, Q-Group (1st Prize) for the research on the market invariance theory.
She was Editorial Board Member at the Journal of Portfolio Management between 2014 and 2019 and has been Editorial Board Member at the Russian Journal of Money and Finance since September 2017.
Published research
Mentions
Biography
Full Professor with tenure at NES. Before joining NES, she was Assistant Professor of Finance at the University of Maryland, College Park.
She received her PhD in Finance Economics from the MIT Sloan School of Management in 2007 and master’s diploma in Applied Mathematics from the Lomonosov Moscow State University, the Computational Mathematics and Cybernetics faculty.
Her academic interests include market microstructure and financial stability; her research covers liquidity, market crashes, volatility, price manipulation, problem of optimal execution amd information modeling.
She received the Roger F. Murray Prize, Q-Group (1st Prize) for the research on the market invariance theory.
She was Editorial Board Member at the Journal of Portfolio Management between 2014 and 2019 and has been Editorial Board Member at the Russian Journal of Money and Finance since September 2017.
aobizhaeva (at) nes.ru
Office: 233Research Interests
- Liquidity
- Financial stability
- Market microstructure
- High-frequency trading