Supervisor: Dr David Edelman
Research Interests: Portfolio management, Asset liability management, Universal portfolio, Asset pricing, Risk management, Pensions.
Thesis Title: Asset Liability Management
Ekaterina holds a BComm degree from UCD and Bachelor of Economics degree from Belgorod State University (Russia). She graduated with First Class Honours from MSc Finance program at UCD and received the “UCD Business School Doctoral scholarship”. She has given tutorials for graduate students in Derivative Securities and Financial Economics for 3 consecutive years.
- Long term investment management with minimax regret: A template for pension funds?
- Quantifying the maximum worth of Portfolio Management in a Multi-period setting.
- Bootstrap-Aggregated Universal Portfolios.
Conferences and workshops attended:
- The 22nd International Forecasting Financial Markets Conference; (Rennes, France); May 2015.
- Spring Course “From GARCH and Stochastic Volatility to Realized Volatility and Options” by Torben Andersen (Kellogg School of Management); (Coimbra, Portugal); June 2015
- Spring 2017 Conference of the Multinational Finance Society; (Limassol, Cyprus); April 2017
- The 16th INFINITI Conference on International Finance; (Poznan, Poland); June 2018