AYTEK MALKHOZOV
Assistant Professor of Finance
 
 McGill University
 Faculty of Management

aytek.malkhozov@mcgill.ca

 

 

 

 

 


Curriculum Vitae

Research

News Shocks, Volatility Shocks, and Asset Prices
with Maral Shamloo
 

Asset Prices in Affine Real Business Cycle Models
with Maral Shamloo, revision requested by JEDC
 

Supply-side Frictions and Variance Risk Premium in Options Market

 Hedging Activity in Fixed Income Markets
 with Philippe Mueller, Andrea Vedolin and Gyuri Venter
The Term Structure of Variance Risk Premium
 with Ziad Daoud

 Stochastic Volatility and Long-Run Risk in Endowment and Production Economies

Teaching

       FINE 342

       FINE 702

       Other teaching