Igor Makarov
Department of Finance, LSE
Associate Professor of Finance
+44 (0)20 7107 5373

Igor Makarov

Finance Faculty

Research Interests

Asset pricing
Information in asset markets
Delegated portfolio management
Hedge funds

LSE Finance Webpage


CDS Auctions

We analyze credit default swap settlement auctions theoretically and evaluate them empirically. In our theoretical analysis, we show that the current...

DP 688