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Mikhail Simutin
BA (University of Washington)
Ph.D. Candidate
| Office:
| Henry Angus 573C | | Phone:
| 604-839-2540 | | Fax:
| 604-822-4695 | | Email:
| <
mikhail.simutin at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Empirical asset pricing; Investor information and conditional asset pricing tests; Evaluation of profits from investment strategies; Cash holdings of firms and mutual funds; Mutual fund performance measurement; Risk and return dynamics; Empirical corporate finance
Teaching
Theory of Finance (COMM 371)
Working Papers
Oliver Boguth,
Murray Carlson,
Adlai Fisher,
and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)
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Mikhail Simutin
“Excess Cash and Stock Returns” (2009)
Awards, Recognitions, and Relations
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2009 - AFA Student Travel Grant, American Finance Association
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2009 - Canadian Securities Institute Research Foundation PhD Scholarship
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2008 - Bank of Montreal Graduate Fellowship
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2007 - Bank of Montreal Graduate Fellowship
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2006 - University of British Columbia Graduate Fellowship
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