- Ph.D., Finance, Northwestern University, 2000
- Diplom, Applied Mathematics and Physics, Moscow Institute of Physics and Technology, 1995
Current Research Topics
- Demand for Active Management; Ambiguity Aversion
- Uncertainty and Corporate Cash Holdings
Board of Governors of the Federal Reserve System
- 2011 - present
University of Texas - Dallas
- 2006 - 2011
University of Minnesota
- 2000 - 2006
- Polkovnichenko, Valery, and Alexander Michaelides (Forthcoming). "Fiscal Policy in Incomplete Markets," The Review of Financial Studies.
- Polkovnichenko, Valery, and Feng Zhao (Forthcoming). "Probability Weighting Functions Implied by Option Prices," Journal of Financial Economics.
- Chapman, David A., and Valery Polkovnichenko (2011). "Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk," Review of Finance, vol. 15, no. 4, pp. 909-927.
- Polkovnichenko, Valery (2010). "Individual Investor Portfolios," in Baker, H. K., John R. Nofsinger eds., Behavioral Finance: Investors, Corporations, and Markets. Robert W. Kolb Series in Finance. Hoboken, N.J.: Wiley, pp. 539-557.
- Gomes, Francisco J., Alexander Michaelides, and Valery Polkovnichenko (2010). "Quantifying the Distortionary Fiscal Cost of 'the Bailout'," CEPR Discussion Papers 7941. Centre for Economic Policy Research.
- Chapman, David A., and Valery Polkovnichenko (2009). "First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes," Journal of Finance, vol. 64, no. 4, pp. 1863-1887.
- Gomes, Francisco, Alexander Michaelides, and Valery Polkovnichenko (2009). "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, vol. 12, no. 4, pp. 718-735.
- Polkovnichenko, Valery (2007). "Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk," Review of Financial Studies, vol. 20, no. 1, pp. 83-124.
- Gomes, Francisco J., Alexander Michaelides, and Valery Polkovnichenko (2005). "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers 4852. Centre for Economic Policy Research.
- Polkovnichenko, Valery (2005). "Household Portfolio Diversification: A Case for Rank-Dependent Preferences," Review of Financial Studies, vol. 18, no. 4, pp. 1467-1502.
- Gomes, Francisco, Alex Michaelides, and Valery Polkovnichenko (2004). "Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers 519. Financial Markets Group.
- Polkovnichenko, Valery (2003). "Human Capital and the Private Equity Premium," Review of Economic Dynamics, vol. 6, no. 4, pp. 831-845.
IMF/GWU Finance Conference
Western Finance Association
China International Finance Conference
(presentation by co-author)
Miami Behavioral Finance Conference
UBC Winter Finance Conference
Western Finance Association
WFA Conference Kenneth Trefftz Award
Lone Star Finance Conference
Financial Management Association
- American Economic Review
- European Economic Review
- Finance Research Letters
- Journal of Business and Economic Statistics
- Journal of Economic Dynamics and Control
- Journal of Finance
- Journal of Money, Credit, and Banking
- Journal of Political Economy
- Management Science
- Mathematical Finance
- Review of Economic Dynamics
- Review of Economic Studies
- Review of Economics and Statistics
- Review of Financial Studies
- Review of Finance
- American Finance Association
- American Economic Association
- Econometric Society
- Society of Financial Studies
Last update: March 13, 2013