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Andrey Ermolov

Andrey Ermolov

Assistant Professor
Finance and Business Economics
Joined Fordham: 2015

General Information:
45 Columbus Avenue, Room 619,
New York, NY 10023

Phone: 917-969-0060
Email: aermolov1@fordham.edu
Website: http://faculty.fordham.edu/aermolov1

Biography

Andrey Ermolov is a financial economist working in the areas of asset pricing, macro finance, and financial econometrics. He joined the Gabelli School of Business as an assistant professor of finance and business economics in 2015, after receiving his PhD from Columbia Business School. His research has won multiple prestigious awards, including the WFA Cubist Systematic Strategies PhD Candidate Award for Outstanding Research; has been presented at leading economics and finance conferences, such as the NBER Summer Institute and Western Finance Association meeting; and has been published in the Journal of Econometrics, a top field journal. Dr. Ermolov teaches graduate-level courses at the Lincoln Center campus.

Education

  • PhD: Finance and economics, Columbia Business School
  • Master’s: MPhil, finance and economics, Columbia Business School
  • Bachelor’s: Finance, Helsinki School of Economics; BSc and MSc, engineering physics and mathematics, Helsinki University of Technology

Research Interests

  • Financial economics
  • Macroeconomics
  • Econometrics

Publications

  • “Bad Environments, Good Environments: A Non-Gaussian Asymmetric Volatility Model,” with Geert Bekaert and Eric Engstrom; Journal of Econometrics, 2015, 186 (1), pp. 258-275.