Гельман Сергей Викторович

Лучший преподаватель – 2017, 2012

1. "Idiosyncratic risk and indirect transaction costs" ISCEF Conference 2014, Paris
2. "How much specific risk is in option prices?" Third international conference on futures and derivative markets 2014, Shanghai
3. "Idiosyncratic risk and indirect transaction costs" Financial Management Association Annual Meeting 2014, Nashville
4. "How much specific risk is in option prices?" Royal Economic Society 2013, London
5. "Option pricing with scheduled jumps in the underlying asset". Eastern Finance Association 2012, Boston; INFINITI 2012, Dublin
6. «Option pricing on target stock under multiple decision reversions». INFINITI 2011, Dublin; II World Finance Conference, Rhodes

7. "Transaction costs, liquidity and expected returns at the Berlin Stock Exchange, 1892-1913" INFINITI 2010, Dublin

8. "Option pricing on target stock under multiple decision reversions" World Finance Conference, Viano, Portugal 2010, German Economic Society, Magdeburg, September 2009.

9. “Do option prices support the subjective probabilities of takeover success derived from spot prices?” INFINITI 2008, Dublin; Annual Meeting of the Verein für Socialpolitik, Bonn, Germany, September 2005; International Conference of Finance, Copenhagen, Denmark, September 2005.

10. "Switching volatility in target stocks during takeover bids", joint work with Bernd Wilfling. Annual Meeting of the German Economic Society (Jahrestagung vom Verein für Socialpolitik), Munich, Germany, October 2007.

11. “Regulation, taxation and the information efficiency of the Berlin Stock Exchange 1892-1913", joint work with Carsten Burhop. International Conference on High Frequency Finance, Konstanz, Germany, May 2006; Research Workshop of the German Central Bank (Bundesbank), Frankfurt, Germany, March 2006.

12. “Target stock price dynamics by mergers and acquisitions under uncertainty of the deal completion”, International Conference on Stochastic Finance, Lissabon, Portugal, September 2004 (travel grant); 59th European Meeting of the Econometric Society (ESEM), Madrid, Spain, August 2004; Joint Meeting of the Society for Multivariate Analysis in Behavioural Sciences and European Association of Methodology, Jena, Germany, July 2004.

1. Научный фонд ГУ-ВШЭ: индивидуальный исследовательский грант (2011-2012)
2. Научный фонд ГУ-ВШЭ: индивидуальный исследовательский грант (2009)
3. Научный фонд ГУ-ВШЭ: грант "Учитель и ученики" (2008-2009)
4. Friedrich Flick Foundation: Study grant (10/1999 – 07/2002)
5. German Academic Exchange Program (DAAD): Study  grant (10/1998 – 07/1999)
6. Volkswagen Foundation: Study grant (10/1996 – 04/1997)

2007-настоящее время – Международный институт экономики и финансов Высшая школа экономики, доцент, старший научный сотрудник

1. ЦФИ 2010, "Исследования в области развивающихся финансовых рынков: их эффективность, становление корпоративного управления и макроэкономическая динамика", Международной научно-учебной лаборатории финансовой экономики МИЭФ ГУ-ВШЭ
2. ЦФИ 2009, "Research on Emerging Financial Markets"
3. 2011-2012 Индивидуальный исследовательский проект №10-01-0110 Поведение информированных трейдеров, транзакционные издержки и премия за риск неликвидности на фондовых рынках с аукционной системой торгов.
4. 2009-2010гг. Индивидуальный исследовательский проект № 09-01-0068 «Транзакционные издержки развивающегося рынка и скорость распространения информации при аукционной системе торгов", поддержанный Научным фондом ГУ-ВШЭ.
5. 2008-2009гг. Коллективный исследовательский проект №08-04-0043 "Струтктурный сдвиги и эффетивность фондовых рынков стран БРИК"

• First Workshop of the International Laboratory in Financial Economics (LFE), September 18, 2010, "Transaction costs, liquidity and expected returns at the Berlin Stock Exchange, 1892-1913".

1. "Option pricing on target stock under multiple decision reversions" (with Bernd Wilfling)

2.  "Transaction costs of an emerging market and speed of information processing under call auction trading"

Emerging markets finance; Market microstructure, transaction costs and asset pricing; Pricing of derivatives in forefront of anticipated events; Stock price dynamics around takeovers; Identification of structural breaks and regime switching in financial time series.