Svetlana Bryzgalova

Assistant Professor of Finance

MRes PhD (London School of Economics)

Dr Svetlana Bryzgalova research interests cover empirical asset pricing, financial econometrics and macrofinance.

She was previously an Assistant Professor of Finance at Stanford Graduate School of Business.

Dr Bryzgalova has a PhD in Economics from London School of Economics and Political Science (LSE) and an MRes in Economics, also from LSE.

  • Empirical asset pricing
  • Financial econometrics
  • Macrofinance

2020

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Bryzgalova S; Huang J; Julliard C

Social Sciences Research Network

Forest Through the Trees: Building Cross-Sections of Stock Returns

Bryzgalova S; Pelger M; Zhu J

Social Sciences Research Network

2019

Consumption in Asset Returns

Bryzgalova S; Julliard C

Working Paper


Teaching portfolio

Our teaching offering is updated annually. Faculty and programme material are subject to change.

  • Masters Degrees core courses

    A key part of our Masters programmes curriculum.

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    • Asset Management
      Advanced Investments:We begin by considering how to allocate wealth into different asset classes and investment strategies. A particular emphasis is alternative assets and on long-term investing with a coherent modeling of assets and liabilities. We then discuss performance evaluation and attribution. We cover common investment strategies based on value, profitability, investment, momentum, carry, beta, and volatility. We also cover recent developments of more complex investment products, and compare and contrast them with traditional fund structures. We finally discuss limits to arbitrage and the costs of implementing actual trading strategies
      PROGRAMMES WITH THIS CORE COURSE
    • Finance I
      Build technical and theoretical know-how by understanding the foundations of finance, with an emphasis on applications. Discuss many of the major financial decisions corporate managers make, both within the firm and in their interactions with investors. Essential to this decision making is the process of valuation, an important focus of the course. Topics include criteria for making investment decisions, valuation of financial assets and liabilities, relations between risk and return, derivative securities (options) and mergers and acquisitions.
      PROGRAMMES WITH THIS CORE COURSE
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  • PhD courses

    The first step to academic excellence.

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