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Regular version of the site
Language Proficiency
Russian
English
Contacts
Phone:
+7(495) 7729590 *11513
11513
E-mail:
Address: 13 Myasnitskaya Ulitsa, Building 4, room 104
Timetable
SPIN-RSCI: 8483-5657
ORCID: 0000-0001-7980-8288
ResearcherID: D-4814-2015
Scopus AuthorID: 56989872200
Google Scholar
Office hours
10.00-19.00
Supervisor
A. Sokolov
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Yury Dranev

  • Yury Dranev has been at HSE University since 2009.

Education and Degrees

  • 2004

    PhD in Financial Mathematics
    University of Ottawa
    Thesis Title: Equivalent Martingale Measures and Option Pricing in Jump-diffusion markets

  • 1996

    Degree in Mathematics
    Lomonosov Moscow State University, mathematics

FRM

Financial Risk Manager — Certified by the Global Association of Risk Professionals

Awards and Accomplishments

Responsibilities

Planning and organization of activities of the department; managing the department's operations; increasing performance of the department; promoting the results of research projects in mass media and at the external events.

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2020/2021)

Courses (2019/2020)

Courses (2018/2019)

Courses (2017/2018)

Courses (2015/2016)

Publications

Academic Papers5

Working papers1

Preprint Yury Dranev, Sofya Fomkina. An asymmetric approach to the cost of equity estimation: empirical evidence from Russia / NRU Higher School of Economics. Series FE "Financial Economics". 2012. No. 12/FE/2012.

Conferences

  • 2019
    Europe 4.0: Sharing the New Economy (Vienna). Presentation: Blockchain Technology: Applications in the European Financial Sector
  • GSOM Emerging Markets Conference 2019 (Санкт-Петербург). Presentation: Mergers & Acquisitions and Technological Efficiency: the Empirical View

  • 2018
    XIX Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Do network effects explain the patterns of cryptocurrencies adoption? Evidence from Bitcoin and Etherium Markets
  • DEGIT XXIII (Москва). Presentation: A version of multisector DSGE model for Russian economy
  • 2016
    World Finance Conference (Нью-Йорк). Presentation: COLOG Asset Pricing
  • 12th EIASM INTERDISCIPLINARY WORKSHOP on “INTANGIBLES, INTELLECTUAL CAPITAL & EXTRA-FINANCIAL INFORMATION” (Санкт-Петербург). Presentation: R&D Expenditures and Cross Section of Stock Returns in R&D Intensive Markets

  • 2014
    V World Finance Conference (Венеция). Presentation: Asymmetric exchange-rate exposure in BRIC countries
  • 13th EACES Biennial Conference (Будапешт). Presentation: Differences in Exchange Rate Exposures in BRIC Markets
  • 2013
    9 th EBES Conference (Рим). Presentation: Entropic Risk Measures and Cost of Equity: Empirical Evidence from Russia
  • XIV Апрельская Международная научная конференция (Моска). Presentation: Энтропийные меры риска и затраты на капитал: эмпирические свидетельства из России

Timetable for today

Full timetable

'The impact of innovations on the company value: challenges for a CFO'

School of Finance holds the round table on the theme "The impact of innovations on the company value: challenges for a CFO" at the Russian CFO Summit on the 23-24th of October.

6th annual PhD workshop "Financial Markets and Corporate Strategies: Comparative Studies"

The main objective of the workshop was to develop academic networks and stimulate exchange between young researchers. PhD students were provided 20 minutes for presentations and received detailed feedback from senior academics in the field. The best papers from the workshop will be published in academic journal ‘Journal of Corporate Finance Research’

Kaja Ciglic: “We Can Be More Secure, But We Will Not Be Totally Secure”

On 9 December, 2016 HSE ISSEK in partnership with Microsoft organised seminar “Cybersecurity. The role of government; business and society”. Kaja Ciglic, Sr. Cybersecurity Strategist, Microsoft, discussed geopolitical trends of global cybersecurity and various initiatives in this space proposed by different stakeholders with the students and faculty.

HSE Hosted a Round Table Discussion of the Role of Financial Technologies in Development of the Financial Sector

On 13 December, the Higher School of Economics jointly with the Bank of Russia hosted a round table discussion “Financial technologies and the future of the banking sector”. Vadim Kalukhov, director of the RF Central Bank’s Financial Technologies, Projects, and Process Organisation Department, made a presentation on major relevant trends and the Bank of Russia’s key projects.