Georgy Chabakauri

Dr. Georgy Chabakauri is an Associate Professor in the Department of Finance at the London School of Economics and Political Science. With a PhD in Finance from London Business School and a PhD in Mathematics from Moscow State University, his research focuses on asset pricing under frictions, portfolio choice, and risk management.

His primary research interests include:

• Dynamic equilibrium models with heterogeneous investors
• Effects of portfolio constraints on asset prices
• Collateral requirements in financial markets
• Information asymmetry in multi-asset environments
• Mean-variance optimization techniques

Chabakauri's publications demonstrate consistent focus on theoretical asset pricing, with recent work exploring informational efficiency, index investing effects, and cross-sectional return drivers. His articles frequently incorporate equilibrium modeling and empirical validation across different market conditions.

Awards and honors:

• European Finance Association Best Conference Paper (2016)
• SFS Finance Cavalcade Best Paper in Asset Pricing
• JEDC Outstanding Referee Award
• Russian Academy of Sciences Medal for Best Student Paper (2001)

He teaches core finance courses including Corporate Finance, Investments, and Asset Markets at both undergraduate and graduate levels, and serves as reviewer for leading finance journals.