![Georgy Chabakauri](/sites/default/files/styles/large/public/2021-01/Chabakauri-Cropped-200x200.jpg?itok=dh-XhsXW)
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![Georgy Chabakauri](/sites/default/files/styles/large/public/2021-01/Chabakauri-Cropped-200x200.jpg?itok=dh-XhsXW)
Department of Finance, LSE
Associate Professor of Finance
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+44 (0)20 7107 5374
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Faculty
Publications
Research highlight
Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
The Review of Economic Studies, 89 (5), 2445–2490
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
We study a noisy rational expectations equilibrium in a multi-asset economy populated by informed and uninformed investors and noise traders. The...
No 49
Asset Pricing with Index Investing
We theoretically analyze how index investing affects financial markets using a dynamic exchange economy with heterogeneous investors and two Lucas...
No 68
Investor Protection and Asset Prices
Empirical evidence suggests that investor protection has significant effects on ownership concentration and asset prices. We develop a dynamic asset...
No 60
Collateral Constraints and Asset Prices
We study the effects of collateral constraints in an economy populated by investors with nonpledgeable labor incomes and heterogeneous preferences and...
No 55