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Oleg Rytchkov

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Oleg Rytchkov

Oleg Rytchkov

Title: Assistant Professor
Department: Finance

Office: Alter Hall 423
Phone: 215.204.4146
E-mail: rytchkov@temple.edu

Research Interests: Theoretical and Empirical Asset Pricing, Capital Markets

Dr. Rytchkov’s Curriculum Vitae, SSRN ProfileWebsite 

Dr. Oleg Rytchkov joined the Fox School of Business in 2009. He earned a doctorate degree in Financial Economics from the Sloan School of Management, MIT in 2007 and a doctorate degree in Physics from the Steklov Mathematical Institute in 2001.

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Prior to joining the Fox School of Business, Dr. Rytchkov taught at the McCombs School of Business, University of Texas at Austin. Dr. Rytchkov’s research interests include theoretical and empirical asset pricing and capital markets. His research has been published in various academic journals including the Journal of Economic Theory, Journal of Empirical Finance, Journal of Finance, and Quarterly Journal of Finance and presented at various seminars and conferences including the European Finance Association Meetings, Financial Management Association Meetings, Northern Finance Association Meetings, Society for Economic Dynamics Meetings, Western Finance Association Meetings, and World Finance Conference.


Sample Publications

  • Rytchkov, Oleg, 2014, Asset Pricing with Dynamic Margin Constraints, Journal of Finance 69, 405-452
  • Rytchkov, Oleg, 2012, Filtering Out Expected Dividends and Expected Returns, Quarterly Journal of Finance 2, 1250012 (56 pages)
  • Makarov, Igor and Oleg Rytchkov, 2012, Forecasting the Forecasts of Others: Implications for Asset Pricing, Journal of Economic Theory 147, 941-966
  • Rytchkov, Oleg, 2011, Size and Value Anomalies, in Len Zacks, ed.: The Handbook of Equity Market Anomalies (Wiley)
  • Rytchkov, Oleg, 2010, Expected Returns on Value, Growth, and HML, Journal of Empirical Finance 17, 552-565

Awards and Honors

  • MSIM Faculty of the Year, Temple University (2013)
  • PhD Student Travel Grant, Western Finance Association (2007)
  • Presidential Fellowship, MIT Sloan School of Management (2002 – 2003)

Teaching

Fox School of Business, Temple University

  • Investments (undergraduate and graduate levels)
  • Asset Pricing (graduate level)
  • Business Econometrics II (doctoral level)
  • Business Econometrics III (doctoral level)