Contact

ICEF, Prokrovsky Blvd 11, S-715

109028 Moscow, Russia

Research Interests

Asset Pricing with Frictions, Market Microstructure

Recent/Upcoming 

Aug 21-23, 2025: Discussion of 'Mixology: Order Flow Segmentation Design', by J. Mollner, EFA meetings

Feb 2025: Short academic stay, HEC, Paris

December 19, 2024: presentation of  'Predatory Trading in a Rational Model' at Paris December Finance meeting

November 12, 2024 : discussion of 'What Does Best Execution Look Like?' by Ernrst, Malenko, Spatt, and Sun at HSE-NES-Bank of Russia Workshop .