Mikhail Simutin BA (University of Washington) Ph.D. Candidate Office:    Henry Angus 873C 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

Curriculum Vitae

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Personal Homepage

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Research Interests

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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


Working Papers

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Oliver Boguth, Murray Carlson, Adlai Fisher, and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)

Glen Donaldson and Mikhail Simutin
“Risk Factors and Distributions from Long-Short Trading Strategies: A Monte Carlo Approach” (2009)

Mikhail Simutin
“Excess Cash and Mutual Fund Performance” (2009)

Mikhail Simutin
“Excess Cash and Stock Returns” (2009)

Mikhail Simutin
“IPO Offer Prices and Firm Performance” (2009)

Awards, Recognitions, and Relations

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2009 - AFA Student Travel Grant, American Finance Association

2009 - Canadian Securities Institute Research Foundation PhD Scholarship

2008 - Bank of Montreal Graduate Fellowship

2007 - Bank of Montreal Graduate Fellowship

2006 - University of British Columbia Graduate Fellowship