I am a PhD student at the University of Lausanne (Swiss Finance Insitute program). My research interests are in empirical asset pricing, macro-finance, and market microstructure.Download my CV
Shiny application presenting long parts of SMB, HML, Momentum, and Reversal portfolios for Russian stocks
Shiny application to communicate Russian daily business cycle index and GDP nowcast.
Shiny application to estimate RUB equilibrium exchange rate.
Shiny application to forecast Russian monetary indicators and the FX rate.
Shiny application to forecast WTI prices 1 to 12 months ahead.
I have been a teaching assistant for the following courses at the Univeristy of Lausanne:
I have also lectured the following courses at the Higher School of Economics (Moscow):