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119049
11 Pokrovskiy boulevard, room S629
Phone:
+7 (495) 772-95-90*27447, *27947, *27190
+7 (495) 916-88-08 (Master’s Programme Corporate Finance)
- Email: df@hse.ru
Head of Corporate Finance Research Center, Dr., tenured professor
The HSE School of Finance is the leading Russian competence center in the field of corporate finance, business valuation, banking, stock market, risk management and insurance, accounting and audit.
HSE is the first Russian university in the global ranking "QS - World University Rankings by subject", 2022 in the subject area of Accounting and Finance. Moreover, the university is the 1-st in the rating "THE World University Rankings by subject" in the subject area of Business & Management Studies, 2022
Cherkasova V. A., Nenuzhenko I.
Journal of Economic Integration. 2022. Vol. 37. No. 1. P. 54-92.
Electronic Journal of Applied Statistical Analysis. 2022. Vol. 15. No. 1. P. 187-210.
Kolade S. A., Semenova M.
Financial Economics. FE. Высшая школа экономики, 2022. No. WP BRP 87/FE/2022.
Управление финансовыми рисками. 2022. Т. 70. № 2. С. 108-120.
In bk.: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester: Elsevier, 2022. P. 798-805.
Korablev D., Poduhovich D.
Journal of Corporate Finance Research. 2022. Vol. 16. No. 1. P. 136-145.
Olkhovik V., Lyutova O. I., Juchnevicius E.
Научно-исследовательский финансовый институт. Финансовый журнал. 2022. Vol. 14. No. 2. P. 73-90.
Churyk N. T., Anna Vysotskaya, Kolk B. v.
Journal of Accounting Education. 2022. Vol. 58.
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М.: Издательский дом ГУ-ВШЭ, 2022.
Абдрахманова Г. И., Васильковский С. А., Вишневский К. О. и др.
М.: Национальный исследовательский университет "Высшая школа экономики", 2022.
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Организатор производства. 2022. Т. 30. № 1. С. 60-72.
Гришунин С. В., Сулоева С. Б., Пищалкина И. И.
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S. Grishunin, E. Naumova, N. Lukshina et al.
Russian Management Journal. 2021. Vol. 19. No. 4. P. 475-493.
Journal of Corporate Finance Research. 2022. Vol. 16. No. 1. P. 99-112.
Grishunin S., Bukreeva Alesya, Alyona A.
In bk.: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester: Elsevier, 2022. P. 190-197.
International Conference “Future Directions in Accounting and Finance Education”, 27-28 May 2019, Moscow, Russia
Edited by: А. Б. Высотская, B. v. Kolk.
Vol. 58. Elsevier, 2022.
Karamysheva M., Seregina E.
Journal of International Money and Finance. 2022. Vol. 127.
In press
Journal of Economic Dynamics and Control. 2022. Vol. 137.
Karamysheva M., Skrobotov A.
Journal of Economic Dynamics and Control. 2022. Vol. 138.
Известия Санкт-Петербургского государственного экономического университета. 2022. № 4. С. 144-155.
Тихомиров Д. В., Цехомский Н. В.
Экономика и управление. 2022. Т. 28. № 1. С. 16-24.
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Финансы: теория и практика. 2022. Т. 26. № 3. С. 64-84.
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Assanskiy A., Shaposhnikov D., Tylkin I. et al.
Journal of Behavioral and Experimental Economics. 2022. Vol. 98.
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Economic Change and Restructuring. 2023. Vol. 56. No. 1. P. 515-535.
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Экономический журнал Высшей школы экономики. 2022. Т. 26. № 1. С. 9-36.
Anton Markov, Zinaida Seleznyova, Victor Lapshin.
Journal of Finance and Data Science. 2022. Vol. 8. P. 180-201.
School of Finance Welcomes Alexander Grigoriev of Maastricht University
Alexander Grigoriev, Associate Professor at the Department of Quantitative Economics, School of Business and Economics, Maastricht University, conducted two academic events at the School of Finance.
Research seminar for 2nd-year students of the master's programme in Financial Markets and Institutions
Title: Monte-Carlo simulations for finance problems using Maastricht University Simulation Tool
Abstract: Using an extremely simple case from a standard textbook, we show the power and shortcomings of the Monte-Carlo simulation applied to a finance problem. For a simulation software we use a very intuitive and easy-to-run (homemade) Microsoft Excel Add-In called "Maastricht University Simulation (UMS) Tool". Using the tool, we first solve the textbook exercise. Then, we consider possible extensions of the case and discuss implementability of the extended models in UMS (actually, in any market available simulation software).
download the paper (PDF, 772 Кб)
Research seminar at the Department of Finance
Title: Applications of Big Data Analytic in Finance
Abstract: We discuss new trends and needs in Data Analytic applied to the problems in general and corporate finance. In particular, we consider classification, clustering and ranking problems on Big Data, providing insights on complexity of the problems and algorithmic tools to tackle them. We also briefly address Big Data forecasting techniques and Big Data simulation tools with potential applications in corporate finance.
download the paper (PDF, 628 Кб)
About Alexander Grigoriev
Associate Professor
Department of Quantitative Economics
School of Business and Economics
Maastricht University - See more at: http://researchers-sbe.unimaas.nl/alexandergrigoriev/#sthash.6QDdNUzE.dpuf
EDUCATION:
1986-1988: Specialized Physical and Mathematical School at Novosibirsk State University, Russia
1988-1992: BSc, Department of Mathematics, Novosibirsk State University
1992-1994: MSc, Department of Mathematics, Novosibirsk State University
1999-2003: PhD, Operations Research group, Department of Quantitative Economics, Maastricht University SBE
EXPERIENCE:
1991-1999: part-time researcher at Sobolev Institute of Mathematics, Russia
1994: business analyst at Siberian Trade Bank, Novosibirsk, Russia
1994-1999: head of R&D department at "Zolotaya Korona" (Golden Crown)
2003-2005: postdoc at Maastricht University (NWO TACO-project: Treewidth And Combinatorial Optimization)
2005-2010: assistant professor, Maastricht University
2010-: associate professor, Maastricht University