Sauder School of Business

Mikhail  Simutin

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


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


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)

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 O ffer Prices and Firm Performance” (2009)


Awards, Recognitions, and Relations
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




 
 
THE UNIVERSITY OF BRITISH COLUMBIA, VANCOUVER, CANADA