Author

Georgy Chabakauri

Observed names: Chabakauri, Georgy, Georgy chabakauri

Institutions: Centre for Economic Policy Research, London School of Economics and Political Science

Observed institutions: Centre for Economic Policy Research, London Business School, London School of Economics and Political Science

OpenAlex ID: A5036143168

Dynamic Mean-Variance Asset Allocation

2010 · Suleyman Basak, Georgy Chabakauri · Review of Financial Studies · 564

Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints

2013 · Georgy Chabakauri · Review of Financial Studies · 92

Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints

2014 · Georgy Chabakauri · Journal of Monetary Economics · 65

Dynamic Hedging in Incomplete Markets: A Simple Solution

2012 · Suleyman Basak, Georgy Chabakauri · Review of Financial Studies · 56

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

2017 · Georgy Chabakauri, Kathy Yuan, et al. · The Review of Economic Studies · 49

Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns

2023 · Alexander Barinov, Georgy Chabakauri · The Review of Asset Pricing Studies · 46

Asset pricing with index investing

2021 · Georgy Chabakauri, Oleg Rytchkov · Journal of Financial Economics · 27

Collateral constraints and asset prices

2020 · Georgy Chabakauri, Brandon Yueyang Han · Journal of Financial Economics · 24

Asset Pricing in General Equilibrium with Constraints

2009 · Georgy Chabakauri · SSRN Electronic Journal · 16

Investor Protection and Asset Prices

2016 · Suleyman Basak, Georgy Chabakauri, et al. · Review of Financial Studies · 13

Asset Pricing with Heterogeneous Investors and Portfolio Constraints

2010 · Georgy Chabakauri · SSRN Electronic Journal · 12

Trading ahead of barbarians’ arrival at the gate: insider trading on noninside information

2025 · Georgy Chabakauri, Vyacheslav Fos, et al. · Review of Finance · 9

Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors

2014 · Georgy Chabakauri · SSRN Electronic Journal · 3

Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away

2012 · Sudipto Bhattacharya, Georgy Chabakauri, et al. · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2

Asset Prices, Wealth Inequality, and Taxation *

2023 · Suleyman Basak, Georgy Chabakauri · SSRN Electronic Journal · 1

Securitized lending, asymmetric information, and financial crisis

2011 · Sudipto Bhattacharya, Georgy Chabakauri, et al. · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 1

Nonlinear Factor Models and the Cross-Section of Asset Returns *

2026 · Georgy Chabakauri · SSRN Electronic Journal

Informational Efficiency and Asset Prices in Large Markets

2024 · Georgy Chabakauri · SSRN Electronic Journal

Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors

2015 · Georgy Chabakauri · London School of Economics and Political Science Research Online (London School of Economics and Political Science)

Review of Financial 2985 Asset Pricing in the Dark: The Cross-Section of OTC Stocks

2013 · Andrew Ang, Assaf A. Shtauber, et al.

Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation !

2011 · Sudipto Bhattacharya, Georgy Chabakauri, et al.

Oligopolistic Competition, Time-Inconsistency and the Firm's Valuation

2008 · Georgy Chabakauri, London Nw

Works count: 28

Citation count: 980

H-index: 11

I10-index: 11