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Oleg
Rytchkov
Curriculum Vitae (pdf version)
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Education |
Sloan School of
Management, MIT
Ph.D. in
Financial Economics, June 2007
Thesis: Essays
on predictability of stock returns
New
Economic School
(Moscow, Russia)
M.A. in Economics, cum
laude, July
2002
Thesis:
Auctions with
stochastic number of financially constrained
bidders
Steklov Mathematical
Institute
(Moscow, Russia)
Ph.D. in
Physics, December 2001
Thesis: Some aspects
of duality between quantum gauge theories and string
theory
Moscow State
University (Moscow, Russia)
M.S. in Physics, summa cum
laude, January
1998
Thesis:
Construction of classical solutions for multidimensional
supergravities
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Academic
Appointments |
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Visiting
Assistant Professor, McCombs School
of Business, University
of Texas at Austin, 2007 - |
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Research
Interests |
Theoretical
and Empirical Asset Pricing, Capital Markets |
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Teaching
Experience |
Sloan School of
Management, MIT
Finance
Theory I (15.401, MBA level), Teaching Assistant for Profs. Anna
Pavlova, Dimitri Vayanos, Keith Vorkink
Finance Theory II
(15.402, MBA level), Teaching Assistant for Prof. Nittai
Bergman
Advanced Corporate Finance (15.434, MBA level), Teaching
Assistant for Prof. Anthony Marciano
Seminar in Investment
Management (15.977, MBA level), Teaching Assistant for Prof. Jeffrey
Shames
New
Economic School
(Moscow, Russia)
Game Theory
(MA level), Teaching Assistant for Prof. Vladimir
Danilov
Advanced Mathematics for Economists (MA level),
Teaching Assistant for Prof. Vladimir Bulavsky
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Professional
Experience |
Geode Capital
Management, Summer Internship (2004)
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Grants and Awards |
PhD Student Travel Grant, Western Finance
Association (2007)
Presidential Fellowship, MIT Sloan School of
Management (2002-2003)
Second Prize in Russian National
Competition of Master Theses in Economics (2002)
Best Teaching
Assistant, New Economic School (2001-2002)
Research Grant,
Economics Education and Research Consortium (2002)
Scholarship for Young Scientists,
Russian Foundation for Basic Research (2001)
Prize for the Best
Research Paper, Third Open Conference UC JINR, Dubna, Russia
(1999)
INTAS grant, International Center for Fundamental
Physics in Moscow (1998-1999)
Research
Grants, Russian Foundation for Basic Research
(1997-2001)
Lomonosov
Scholarship of Distinction, Moscow State University
(1995-1998)
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Working papers |
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Expected Returns on Value, Growth, and
HML
Filtering
Out Expected Dividends and Expected Returns
Forecasting
the Forecasts of Others: Implications for Asset Pricing (joint
with Igor Makarov)
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Publications |
I. Ya.
Aref'eva and O. A. Rytchkov, Incidence Matrix Description of
Intersecting p-brane Solutions, Amer. Math. Soc. Transl. 201
(2000) 19-38
I. Ya. Aref'eva, D. M. Belov, A. S.
Koshelev and O. A. Rytchkov, Renormalizability and UV/IR Mixing in
Noncommutative Theories with Scalar Fields, Phys. Lett. B487 (2000)
357-365
A. S. Koshelev and O. A. Rytchkov,
Note on the Massive Rarita-Schwinger field in the AdS/CFT
correspondence, Phys. Lett. B 450 (1999) 368-376
I. Ya. Aref'eva, P. B. Medvedev, O.
A. Rytchkov and I. V. Volovich, Chaos in M(atrix) Theory, Chaos,
Solitons & Fractals, Vol.10 (1999) 213-223
I. Ya. Aref'eva, M. G. Ivanov, O.
A. Rytchkov and I. V. Volovich, Non-extremal localized branes and
vacuum solutions in M-theory, Class.Quant.Grav. 15 (1998)
2923
D. V. Gal'tsov, O. A. Rytchkov,
Generating branes via sigma models, Phys. Rev. D58 122001
(1998)
I. Ya. Aref'eva, P. B. Medvedev, O.
A. Rytchkov and I. V. Volovich, Chaos in D0 - brane Dynamics,
Banach Center Publications, Vol.43 (1998) 41-51 |
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Updated:
September 2007 |
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