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.
- sbryzgalova@london.edu
- +44 (0)20 7000 8292
- 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
Journal of Finance 2020 Revise & Resubmit
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
Teaching portfolio
Our teaching offering is updated annually. Faculty and programme material are subject to change.
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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
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Asset Management
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Financial Economics II / Empirical Finance
PhD Seminar in Financial Economics 2
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Financial Economics II / Empirical Finance