Mikhail Chernov is a Professor of Finance at UCLA Anderson School of Management. He previously served on the faculty of the London School of Economics, London Business School and Columbia Business School. Professor Chernov is a Research Fellow at the Center for Economic and Policy Research. His research focuses on macro-based asset pricing, derivatives, fixed income and financial econometrics. He has published on these topics in leading journals. He serves as an associate editor at Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance and Journal of Financial and Quantitative Analysis.
In addition to prior faculty appointments, Professor Chernov has held positions at other institutions, including academic consultant at the Bank of England and visiting scholar at the Wharton School, NYU Stern School of Business, Federal Reserve Board and the Oxford-Man Institute of Quantitative Finance.
Numerous Dean's Fellowships, Department of Mechanics and Mathematics, Moscow State University, 1991-1993
Kenneth J. Carey Memorial Fellowship, Smeal College of Business Administration, PennState University, 1998-2000
Center for International Business Education (CIBE) at Columbia University grant for the research proposal "Implied Volatilities as Forecasts of Future Volatility", June 2001
The 2001 Arnold Zellner Award for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics, July 2001
JFE All-Star paper in 2005 for "A Study Towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation"
BNP Paribas Hedge Fund Centre's grant for research proposal "Understanding Index Options Returns", December 2006 (joint with Mark Broadie and Michael Johannes)
The Glucksman Institute (NYU) Awards' honorable mention in 2009 for "Disasters Implied by Equity Index Options"
NASDAQ OMX Award for the best paper in asset pricing at the WFA 2012 for "CDS auctions"
Paul Woolley Center at the LSE for "CDS Auctions", November 2012 (joint work with Alexander Gorbenko and Igor Makarov)