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Aleksandar Georgiev

UBS AG

Quantitative Credit Risk Analyst

Elias Canetti Strasse 2

Zurich, 8098

Switzerland

University of Lausanne, HEC, DEEP

BFSH1

Lausanne, CH-1015

Switzerland

  • UBS AG

    • Email
    • Tel: +41 44 237 28 05

  • University of Lausanne, HEC, DEEP

SCHOLARLY PAPERS

3

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965

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

An Asset Pricing Model with Time-Varying Elasticity of Intertemporal Substitution

Number of pages: 61 Posted: 28 May 2004
Aleksandar Georgiev
UBS AG
Downloads 418 (174,606)
Citation 1

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Time-varying elasticity of intertemporal substitution, time-varying risk aversion, recursive utility, time-varying risk premia

2.

On the Use of Elasticity of Intertemporal Substitution

Number of pages: 25 Posted: 21 Jan 2004
Aleksandar Georgiev
UBS AG
Downloads 282 (269,245)

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Elasticity of intertemporal substitution, risk aversion, asset pricing, complete markets consistency test

3.

Dynamic International Diversification Strategies

Number of pages: 26 Posted: 18 May 2004
Aleksandar Georgiev and Sergei Sontchik
UBS AG and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 265 (287,269)

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performance measures, portfolio rebalancing, dynamic strategies, diversification