Dmitry Chebotarev

Indiana University - Kelley School of Business - Department of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

http://https://dchebotarev.com/

  • Indiana University - Kelley School of Business - Department of Finance

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Pricing Repo: a Model of Haircuts and Rates

Number of pages: 55 Posted: 10 Jan 2019 Last Revised: 10 Jan 2024
Dmitry Chebotarev
Indiana University - Kelley School of Business - Department of Finance
Downloads 609 (93,700)

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repo, collateral, haircut, repo rate, value-at-risk, expected shortfall

2.

Rich and Responsible: Is ESG a Luxury Good?

Number of pages: 65 Posted: 10 Nov 2023 Last Revised: 14 May 2024
Steffen Andersen, Dmitry Chebotarev, Fatima Zahra Filali Adib and Kasper Meisner Nielsen
Copenhagen Business School - Department of Finance, Indiana University - Kelley School of Business - Department of Finance, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 482 (124,912)

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ESG, socially responsible investments, mutual funds, luxury good, windfall wealth, warm glow

3.

The Paradox of Conservative Haircuts

Number of pages: 73 Posted: 09 Feb 2023 Last Revised: 08 Jan 2024
Dmitry Chebotarev
Indiana University - Kelley School of Business - Department of Finance
Downloads 141 (429,847)

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CCP, Central Counterparties, OTC, Haircut, Collateral Requirements, Repo

4.

A Breath of Change: Can Personal Exposures Drive Green Preferences?

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2024
Number of pages: 59 Posted: 04 Dec 2024
Dmitry Chebotarev, Steffen Andersen, Fatima Zahra Filali Adib and Kasper Meisner Nielsen
Indiana University - Kelley School of Business - Department of Finance, Copenhagen Business School - Department of Finance, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 12 (1,207,058)

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