Javascript must be enabled to use this form.

UTDallas Research Explorer
 View Profile
    Faculty Profile — Is this you? Login to edit.Last Modified Time: 10:09:30 AM Tue, 14 Jan 2014 
Image of  Valery Y Polkovnichenko
 Contact InformationHelpHelp  
Valery Y Polkovnichenko
Associate Professor-Management
Office MailstopMail Box: SM31 
Email Address  vxp065000@utdallas.edu    Primary Phone Number 972-883-5858    URL UTD Webpage    Media Contact
 Professional Preparation
HelpHelp  
 DegreeMajorInstitutionYear
 PhDFinanceNorthwestern University2000
 DiplomaApplied Mathematics and PhysicsMoscow Institute of Physics and Technology1995
Collapse Section Expand Section Research and Expertise
HelpHelp  
RESEARCH INTERESTS
  • Portfolio choice, asset pricing, heterogeneous agents, macro- finance, non-expected utility preferences
Collapse Section Expand Section Publications
HelpHelp  
 1  2  
  YearPublication  Type
2013
“Fiscal Policy and Asset Prices with Incomplete Markets”, 2013, with Francisco Gomes and Alexander Michaelides, The Review of Financial Studies, 26(2), pp. 531-66
Other
2012
“Probability Weighting Functions Implied in Option Prices” 2012, with Feng Zhao, forthcoming, Journal of Financial Economics
Other
2011
“Individual Investor Portfolios”, 2010, in “Behavioral Finance” (Robert Kolb series in Finance) by Kent Baker and John Nofsinger, eds., John Wiley & Sons, Hoboken, New Jersey.
Other
2011
“Risk attitude toward small and large bets in the presence of background risk”, 2011, with David Chapman, The Review of Finance, 15(4), pp. 909-27. Abstract and working paper (last unpublished version).
Other
2009
"First Order Risk Aversion, Heterogeneity in Preferences and Asset Markets Outcomes," August 2009, with David Chapman, The Journal of Finance, 64(4), pp. 1863-88 Abstract and working paper (last SSRN version)
Other
Collapse Section Expand Section Appointments
HelpHelp  
DurationRankDepartment / SchoolCollege / OfficeUniversity / Company
2013-presentAsscoiate ProfessorSchool of Management University of Texas at Dallas
2011-2013EconomistResearch and Statistics Federal Reserve Board of Governors
2006-2013Assistant ProfessorSchool of Management University of Texas at Dalla
2002-2006visitorResearch Department Federal Reserve Bank of Minneapolis
2000-2006Assistant ProfessorCarlson School of Management University of Minnesota
1999-2000Teaching SpecialistCarlson School of Management University of Minnesota
1998-1999LecturerKellogg Graduate School of Management Northwestern University,
       Teaching HelpHelp  
 Additional Information
HelpHelp  
RESEARCH PRESENTATIONS/DISCUSSIONS
  • 2013 American University, University of Houston, Temple University, FMA Asia conference, System Committee on International Economic Analysis (discussant), University of Oregon Mutual Funds Conference, University of St. Gallen
  • 2012 ECB International Forum on Monetary Policy (Discussant), NBER Summer Institute (Capital Markets and the Economy workshop, discussant), Federal Reserve Board, Lone Star Finance Conference, University of Delaware
  • 2011 AEA, University of Oregon, Federal Reserve Board of Governors, University of Arkansas, GWU/IMF Behavioral Finance conference
  • 2010 FMA annual meetings, Miami Inaugural Conference in Behavioral Finance, UBC winter conference (discussant), SUNY at Bu alo, Georgia State, Western Finance Association, China International Finance conference, Lone Star Finance Conference (discussant)
  • 2009 London School of Economics conference "Housing and the Macroeconomy" (discussant), Lone Star Finance Conference (discussant), Indiana University
  • 2008 American Economic Association (presentation, discussion), Financial Management Association (discussant), Midwest Macroeconomic Conference, NBER Summer Institute (Capital Markets and the Economy workshop)
  • 2007 Federal Reserve Bank of Chicago, Western Finance Association (discussant, 2 papers), Lone Star Finance Conference, NBER Summer Institute (Capital Markets and the Economy workshop, discussant), Georgia State, Society for Economic Dynamics Conference", Society for Advancement of Economic Theory Conference", University of British Columbia
  • 2006 Econometric Society (Boston), Federal Reserve Board of Governors, University of Texas at Dallas, University of Houston, University of Cincinnati, Lone Star Finance Conference (discussant), Texas Christian University
  • 2005 Western Finance Association, Financial Markets Group (London School of Economics) conference "Public Policy Perspectives on Pensions Reform", University of Texas at Dallas, Financial Management Association (discussant)
  • 2004 American Finance Association, Western Finance Association, CEPR conference "Pension Reform in Europe"
  • 2003 NBER Summer Institute (Capital Markets and the Economy), Stanford Institute for Theoretical Economics (Computational Economics week), Econometric Society Summer meetings, London School of Economics (Financial
    Markets Group), Wharton conference \Household Financial Decision Making", American Finance Association (discussant), Econometric Society Winter meetings 
  • 2002 NYU-CV Starr Center \Finance and Macroeconomy", Society for Economic Dynamics, NBER Summer Institute (Capital Markets and the Economy)

SERVICE
  • Seminar Coordinator (2010-2011)
  • Recruiting Committee (2007, 2008, 2009-2010)
  • Conference committee (department representative), Lone Star Finance Conference (2009, 2010)
  • Organizer of the Lone Star Finance Conference at UTD (2008)
  • Conference committee (session organizer), FMA (2007)
  • PhD Admissions (2000, 2001, 2002, 2008, 2009, 2010)
  • PhD Preliminary Exam Committee (2000, 2001, 2002, 2004, 2005, 2007, 2008, 2009, 2010)
  • Department Seminar Committee (2000-2001, 2001-2002, 2002-2003)
  • Search Committee for Asset Pricing Chair (2000-2001, 2001-2002)
  • Research Computing (2000-2001)

PhD STUDENTS: JOINT RESEARCH WORK AND OTHER COMMITTEE SERVICE
  • Yihua Zhao, joint research project, UTD Finance PhD candidate
  • Seong-Kyu Byun, joint research project, UTD Finance PhD candidate
  • Cathy Cao, committee member, UTD Finance PhD 2010
  • Yiyu Shen, committee member, UTD Finance PhD 2007
  • Jim Gunderson, co-adviser, UMN Finance PhD 2004
  • Alexei Serednyakov, co-adviser, UMN Finance PhD 2006
  • Igor Kojanov, committee member, UMN Finance PhD 2007
  • External PhD exam chair: Hui Ma, Cathy Qun Xu (Computer Science, UTD), External Committee Member Economics Department, UMN: Thorsten Koehpl, Aleh Tsyvinski, Mikhail Golosov, Patrick Leoni, Alexander Uberfeldt, Sami Alpanda, Alexiy Krivtzov, Oksana Lekhina, Tetyana Dubovuk, Stanley Cho, Vadim Lepetyuk.

REFEREEING/REVIEWING
  • American Economic Review, Annals of Finance, Contemporary Economic Policy, Economic Journal, Economica, 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, National Science Foundation, Quarterly Review of Economics and Finance, Quantitative Finance, Review of Economic Dynamics, Review of Economic Studies, Review of Economics and Statistics, Review of Financial Studies, Review of Finance, Sage Publications.

HONORS, AWARDS and GRANTS
  • Best paper award, 2013 FMA Asia conference in Shanghai
  • UBS Pensions Research Program Visiting scholar, Financial Markets Group, London School of Economics, June 2003, June 2004.
  • McKnight Foundation Business and Economics Research Grant (competitive grants awarded in the summers of 2002, 2003, 2004, 2005).
  • WFA conference Kenneth Trefftz Award for best doctoral student paper, 1999 (with Ilan Kremer).
  • Dean's Fellowship, Kellogg Graduate School of Management, 1998.
  • Finance Department Fellowship, Kellogg Graduate School of Management, 1998.
  • Northwestern University Graduate Scholarship, 1995-1999.
  • Diploma with excellence (cum laude), Moscow Institute of Physics and Technology (MFTI), 1995.
  • Pew Foundation Visiting Fellowship, Russian Research Center, Harvard University, 1993

Please verify the information in this request and mention any changes or suggestions in the comments section. Email notifications and confirmations regarding this will be sent to you at fromEmail and the profile owner. If you would like to receive it at a different email address, please change the email address listed on your profile.
From:
Comments:
© 2014-2015 The University of Texas at Dallas About Explorer | Accessibility | Contact Explorer Team