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+7(495) 772-95-90
Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room S1017
ORCID: 0000-0003-0161-1850
ResearcherID: GVT-5328-2022
Google Scholar
I. Ivashkovskaya
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Ilya Dergunov

  • Ilya Dergunov has been at HSE University since 2022.

Education and Degrees

  • 2019

    Goethe University Frankfurt

  • 2010

    Master's in Economics
    University of Bonn

  • 2008

    Degree in Mathematical Methods in Economics
    Ulyanovsk State University

Professional Interests

Courses (2023/2024)

Courses (2022/2023)


Working papers

  • Optimistic and pessimistic disagreement and the cross section of stock returns (2021) 
    with Giuliano Curatola (Siena) and Christian Schlag (Goethe)
    We propose to decompose total disagreement of professional forecasters into the disagreement among optimists and pessimists and show empirically that both disagreement measures are priced and command dierent risk premia, with a negative (positive) premium for pessimistic (optimistic) disagreement.
  • The Capital Structure and Productivity Channels of Hedge Fund Activism (2021)
    with Antje Berndt (ANU)
    Paper offers insight into the impact of hedge fund activism on credit default swap (CDS)
    and corporate bond market investors.
  • Risk Aversion in Corporate Bond Markets (2022)
    with Antje Berndt (ANU), Jean Helwege (UC Riverside)
    We examine the time variation of risk aversion in corporate bond markets and its relationship with monetary policy, using data from 1974 to 2020.

Employment history

Sep 2022 - present
Assistant Professor, HSE University

Oct 2019 - June 2022
Australian National University, Canberra, Australia
Postdoctoral Fellow in Finance

May 2014 - Sep 2019
Research Center SAFE, Goethe University Frankfurt, Germany
Research Assistant in Macro Finance Research Area 

Nov 2012 - April 2013
The Fraunhofer Institute for Industrial Mathematics ITWM
Internship at the Department of Financial Mathematics, Kaiserslautern, Germany

Nov 2010 - Sep 2011
OJSC Siberian Coal and Energy Company (SUEK)
Economist, Department of Financial analysis and Cash Flow budgeting, Moscow, Russia

Timetable for today

Full timetable