Supervisor: Dr David Edelman
Research Interests: Portfolio management, Asset liability management, Universal portfolio, Asset pricing, Risk management, Pensions.
Thesis Title: Investing with Minimal Regret.
Ekaterina holds a Bachelor of Commerce degree from UCD and a Bachelor of Economics degree from Belgorod State University (Russia). She graduated with First Class Honours from MSc Finance program at UCD. Ekaterina received the “UCD Business School Doctoral Scholarship” in 2014. She successfully defended her PhD thesis in May 2019, where John Mulvey of Princeton University acted as an external reviewer.
- Long term investment management with minimax regret: A template for pension funds?
- Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3264720
- Quantifying the maximum worth of Portfolio Management in a Multi-period setting.
- Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3330625
- 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
Ekaterina was an assistant lecturer for the Portfolio Management module for BComm students.
Ekaterina has also tutored a number of courses for several years:
MSc Finance/Quantitative Finance:
- Financial Econometrics,
- Financial Theory,
- Derivative Securities,
- Portfolio and Risk Management,
- Quantitative methods.
MSc Actuarial Studies and BSc Economics and Finance:
- Financial Economics I,
- Financial Economics II.
Bachelor of Commerce:
- Treasury and Risk Management.