Biography
Dr. Oleg Rytchkov joined the Fox School of Business in 2009. He earned a doctorate degree in Financial Economics from the Sloan School of Management, MIT in 2007 and a doctorate degree in Physics from the Steklov Mathematical Institute in 2001. Prior to joining the Fox School of Business, Dr. Rytchkov taught at the McCombs School of Business, University of Texas at Austin. Dr. Rytchkov’s research interests include theoretical and empirical asset pricing and capital markets. His research has been published in various academic journals including the Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, and Journal of Economic Theory.
Research Interests
- theoretical and empirical asset pricing and capital markets
Courses Taught
Number | Name | Level |
|---|---|---|
BA 9106 | Bus Rsch Econometrics II | Graduate |
BA 9209 | Business Econometrics III | Graduate |
Selected Publications
Recent
Rytchkov, O. Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis. Retrieved from https://afajof.org/news/afa-2021-annual-meetings-will-be-virtual/.
Rytchkov, O. Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis. Retrieved from https://www.fma.org/virtual2020.
Rytchkov, O. & Zhong, X. Information Aggregation and P-Hacking. Management Science, 66(4), 1605-1626. Institute for Operations Research and the Management Sciences (INFORMS). doi: 10.1287/mnsc.2018.3259.
Rytchkov, O. Do Real Estate Mutual Fund Managers Create Value? New Orleans, LA.
Rytchkov, O. & Zhong, X. Information Aggregation and P-hacking. Retrieved from https://research.chicagobooth.edu/famamiller/new-methods-for-the-cross-section-of-returns-conference/schedule.
Marmora, P. & Rytchkov, O. (2018). Learning about Noise. Journal of Banking and Finance, 89, 209-224. Elsevier.
Rytchkov, O. & Zhong, X. Information Aggregation and P-hacking. Retrieved from http://www.fmaconferences.org/Boston/FMAProgram.pdf.
Light, N., Maslov, D., & Rytchkov, O. Aggregation of Information about the Cross Section of Stock Returns: A Latent Variable Approach. Review of Financial Studies, 30(4), 1339-1381. doi: 10.2139/ssrn.2307563.
Rytchkov, O. & Zhong, X. Information Aggregation and P-hacking. Retrieved from https://midwestfinance.org/wp-content/uploads/2020/08/2017-meeting-program.pdf.