Mikhail Chernov

Mikhail Chernov is Professor of Finance and Warren C. Cordner Chair in Money and Financial Markets at the Anderson School of Management, University of California, Los Angeles. His research bridges macroeconomics and finance through empirical analysis of market crashes, sovereign defaults, and monetary policy shifts.

Academic Background:

• Ph.D. in Business Administration (2000) - Pennsylvania State University
• M.S. in Statistics (1995) - Moscow State University
• B.S. in Mathematics (1993) - Moscow State University

Research Contributions focus on:

• Risk measurement in financial markets
• Monetary policy dynamics
• CDS premium analysis
• Options pricing under extreme risk
• Volatility forecasting

Scientific Awards & Recognitions:

• Arnold Zellner Award for applied Ph.D. thesis
• Multiple Arthur Warga awards for fixed income research
• Society of Financial Econometrics Fellow
• Journal editorial board memberships

Professional Network includes previous faculty appointments at:

• London School of Economics
• London Business School
• Columbia Business School

and visiting scholar roles at:

• Wharton School
• NYU Stern School of Business
• Federal Reserve Board