I Logo link to the College of Business I Logo link to the University of Illinois
spacer Title Bar link to the Department of Finance   Title Bar redirect to college

Alexei Tchistyi

Associate Professor of Finance and Director of Office of Real Estate Research

Education

Ph.D. Business Administration, Stanford University, 2005.
M.A. Economics, New Economic School, 1999.
M.S. Applied Mathematics and Physics, Moscow Institute of Physics and Technology, 1998.
B.S. Applied Mathematics and Physics, Moscow Institute of Physics and Technology, 1996.

Positions

Assistant Professor of Finance, New York University, Stern School of Business, 2005 - 2008

Research

Journal Articles

"The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers." Journal of Financial Economics, (107) 3 2013


"Optimal Mortgage Design." Review of Financial Studies, (24) 5 2010


"Performance-Sensitive Debt." A. Tchistyi, G. Manso, B. Strulovici, Review of Financial Studies, (23) 5 2010


"Optimal Securitization with Moral Hazard." Journal of Financial Economics, (104) 1


"Negative Hedging: Performance Sensitive Debt and CEOs’ Equity Incentives." A. Tchistyi, D. Yermack, H. Yun, Journal of Financial and Quantitative Analysis, (46) 03


"Optimal Mortgage Design." A. Tchistyi, Review of Financial Studies, (23) 8

Honors and Awards


The Review of Financial Studies Young Researcher Award , 2009

 

Contact Information
461 Wohlers Hall
1206 S. Sixth St.
Champaign IL 61820

(217) 333-3821
tchistyi@illinois.edu

Curriculum Vitae

College Profile
Research Profile
Home Page

In The News

Edit my data


uiuc.edu © Copyright 2007 Department of Finance, University of Illinois