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	Alexei  Tchistyi Assistant Professor Haas Finance Group Haas Real Estate Group Email: click on the envelope icon below for full email address Academic Status: On duty Office Hours: By appointment Curriculum Vitae (in PDF format, Acrobat Reader required) LinkedIn Profile

Education

BS, Applied Mathematics and Physics, Moscow Institute of Physics and Technology, Russia
MS, Applied Mathematics and Physics, Moscow Institute of Physics and Technology, Russia
MA, Economics, New Economic School, Moscow, Russia
PhD, Business Administration, Graduate School of Business, Stanford University

Positions Held

At Haas since 2008
2008 - present, Assistant Professor of Finance and Real Estate, Haas School of Business
2005 - 2008, Assistant Professor of Finance, Stern School of Business, NYU

Current Research and Interests

• Financial innovations

• Mortgages and mortgage-backed securities

• Dynamic contracting

• Corporate finance

Selected Papers and Publications

• "Performance-Sensitive Debt," with Gustavo Manso and Bruno Strulovici, Review of Financial Studies, forthcoming
• "Negative Hedging: Performance Sensitive Debt and CEOs’ Equity Incentives," with David Yermack and Hayong Yun, Journal of Financial and Quantitative Analysis, forthcoming.
• "Optimal Mortgage Design," with Tomasz Piskorski, conditionally accepted at Review of Financial Studies
• "Security Design with Correlated Hidden Cash Flows: The Optimality of Performance Pricing," revise and resubmit, Journal of Political Economy.
• "Stochastic House Appreciation and Optimal Mortgage Lending," with Tomasz Piskorski, revise and resubmit, Review of Financial Studies
• "The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers," with Chris Mayer and Tomasz Piskorski.
• “Optimal Securitization with Moral Hazard”, with Barney Hartman-Glaser and Tomasz Piskorski
  

Teaching

• Continuous Time Asset Pricing, PHDBA 239B 
• Introduction to Stochastic Calculus, MFE 230Q-1B 

Faculty Directory: Alphabetical Listing
Faculty Directory: Listing by Department

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