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Curriculum Vitae ( pdf version )
PROFESSIONAL EXPERIENCE
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University of Maryland, College Park, MD, USA
Robert H. Smith School of Business
Assistant Professor of Finance
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EDUCATION
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Massachusetts Institute of Technology, Cambridge, MA, USA
MIT Sloan School of Management, GPA=5/5
Ph.D in Finance, June 2007
Thesis: "Essays on Trades and Security Prices"
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Moscow State University, Russia (1996-2001)
Computational Mathematics and Cybernetics, GPA = 4.84/5
Specialist (Diploma) in Applied Mathematics, summa cum laude
Thesis: Optimal Investment Decisions
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RESEARCH
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Information vs. Liquidity: Evidence from Portfolio Transitions (Job Market Paper)
Price Impact and Spread: Application of Bias-Free Estimation Methodology to Portfolio Transitions
Are Price Impact Functions Linear?
Optimal Trading Strategy and Supply/Demand Dynamics, with Jiang Wang
Revise and Resubmit, Journal of Financial Markets
Optimal Investment Decisions, with V.Morozov and D.Sapozhnikova
Computational Mathematics and Modeling, 2001, vol. 12
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OTHER EXPERIENCE
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GEODE Capital Management, USA, Summer Internship, (Summer 2004)
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EGAR Technology Inc., Moscow Russia, Business Analyst (2000-2001)
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SCHOLARSHIPS, GRANTS, AWARDS
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Morgan Stanley Equity Market Microstructure Research Grant (joint with J.Wang)
Merrill Lynch Fellowship Award, 2002-2003, 2003-2004
Presidential Graduate Fellowship, 2001-2002
The winner of Moscow Intellectual Marathon’96
The winner of High School Competitions in Mathematics and Physics
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TECHNICAL SKILLS & HOBBIES
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Language: Russian(native), English (fluent), German, French, Spanish (basics)
Sport: Tennis, Ice Hockey, Snowboarding
Hobbies: Mountaineering & Hiking, Photography, Drawing
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