Mariana Khapko
Biography
Mariana Khapko is an Assistant Professor of Finance at the University of Toronto, cross-appointed to the Finance Area at the Rotman School from the Department of Management at the University of Toronto Scarborough. Mariana conducted her doctoral studies at the Finance Department at the Stockholm School of Economics and is a Research Affiliate to the Swedish House of Finance (SHoF). Her main research interests are in theoretical asset pricing, behavioral finance and the microstructure of financial markets.
Education
2009 – 2015 – PhD in Finance
Stockholm School of Economics (SSE), Stockholm, Sweden
2007 – 2009 MA in Economics, with Distinction
Central European University (CEU), Budapest, Hungary
2006 – 2007 Master in Finance, with Highest Honors
Ivan Franko National University of Lviv (LNU), Lviv, Ukraine
2002 – 2006 Bachelor in Economics and Entrepreneurship, with Highest Honors
Ivan Franko National University of Lviv (LNU), Lviv, Ukraine
Research Interests
Asset Pricing; Portfolio Choice; Market Microstructure
Publications
Speed and Learning in High-Frequency Auctions, Journal of Financial Markets, Forthcoming (with Marlene Haas, Marius Zoican)
How Fast Should Trades Settle?, Management Science, Forthcoming (with Marius Zoican)
Should Investors Learn About the Timing of Equity Risk?, Journal of Financial Economics, 2019, Volume 132, Issue 3, Pages 182–204 (with Michael Hasler, Roberto Marfè)
On TimeInconsistent Stochastic Control in Continuous Time, Finance and Stochastics, 2017, Volume 21, Issue 2, Pages 331–360 (with Tomas Björk, Agatha Murgoci)