Assistant Professor of Finance at UIC; PhD @ChicagoBooth, @UChi_Economics. Casual Runner.
Joined December 2015
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Ehsan Azarmsa retweeted
What’s the effect of rising government debt on risk sharing and asset prices? Filippo has an answer. He is on the job market. Have a look!
Government debt insures households if repaid through progressive taxation. Rising debt levels alter future taxes, and thus household risks. This shifts demand for risky and safe assets, impacting bond prices.
Read more: economics.uchicago.edu/direc…
#UChicago #EconJobMarket
ALT Graphic announcing Filippo Cavaleri as a Kenneth C. Griffin Department of Economics job market candidate for 2025-26. Paper titled, "fiscal insurance and the pricing of government debt." Research focuses include finance, macro finance, asset pricing, and theory.
Ehsan Azarmsa retweeted
Creativity, technical skills, work patterns, etc.: all of these weaknesses, for PhD students, are fixable. The only issue that can't be fixed is interest. If you aren't at least moderately interested in what you're studying, it's not that easy for academia to work out for you
Ehsan Azarmsa retweeted
🚨#Predoc position! I'm hiring a pre-doctoral fellow at Chicago Booth to work on AI and machine learning applications in asset pricing, starting in the summer of 2025. For details and how to apply: tinyurl.com/4snrabx8
@econ_ra #EconTwitter
In a community of asymmetrically informed (& perhaps non-Bayesian) researchers, which findings deserve the "A journal status" more?
A) Those most surprising to the best-informed researchers (shifting frontiers).
B) Those that move the average belief the most (largest impact).
27%A
27%B
45%Show me the results
11 votes • Final results Ehsan Azarmsa retweeted
🚨Announcement: Virtual Workshop on Demand System Asset Pricing🚨 @motoyogo and I will organize a virtual workshop on using asset demand systems to answer questions in asset pricing and macro finance using modern AI and machine learning tools.
Ehsan Azarmsa retweeted
So @QuentinVandewe2 and I are looking for a predoc! We're mainly looking for someone to help with theory/structural tasks, so there is no data task, and the work will lean towards theory stuff. Students, come apply! Faculty, send us your best students!
Big finding! It seems markets are too far from being “complete”, a fundamental assumption in classical asset pricing models.
Using new household-level portfolio data including over 400 billionaires finds risk transfer (how much risk changes hands) is small: 0.65 percent per quarter. Standard models, however, predict 10 times more. A new model with inelastic demand provides reconciliation, from @xgabaix, @rkoijen, Federico Mainardi, @plausiblyexog, and @motoyogo nber.org/papers/w33336
Ehsan Azarmsa retweeted
Come work with us @Columbia_Biz !
We're hiring a pre-doctoral researcher for 2025 in the Finance Division. If you're thinking about a PhD in finance or economics, this is your chance to collaborate with top faculty. DM me if you have any Qs!
👉 apply.interfolio.com/157172
Ehsan Azarmsa retweeted
We’re hiring pre-docs!
Gideon Bornstein, Sergio Salgado, and I are accepting applications for a full-time pre-doc. Work alongside us at @Wharton on research in macroeconomics, household finance, and inequality. Priority deadline is *Nov. 26*
Apply: wd1.myworkdaysite.com/en-US/…
If we could remove one inequality universally to improve lives, what should it be?
17%Access to capital
25%Access to well-paid jobs
50%Political influence
8%dnt know/ shw the results
12 votes • Final results
Ehsan Azarmsa retweeted
Several @ChicagoBooth faculty members (including me) are looking to hire and work with pre-doctoral researchers, starting in Summer 2025. Come work with us!
Application: chicagobooth.edu/-/media/fac…
First deadline: Oct 1
Details 👇🏻
N people have to meet at T, and you're the organizer. You'll pay $1 for any min of delay. The attendees are busy, and irrationally believe that they'll be on time. But you expect some to be late by 5min. The meeting starts as soon as N-1 people join. When do you set the meeting?
12%T
38%Btw T-5min and T
50%T-5min
0%Before T-5min
8 votes • Final resultsResearch projects take a long time, and it's unclear if the topic is still popular at the time of publication. A betting market on future citations can solve this prob. If researchers expect area A to gain popularity, it'll show up in the betting prices of the top papers in A.
Great advice! Most JM/career tips are zero-sum, so it's good to highlight positive-sum tips like this.
Ehsan Azarmsa retweeted
Hey everyone! I'm looking to hire a pre-doc @HarvardHBS to work with me on projects at the intersection of finance and political economy. Looking for talented people with a strong background in computer science, math, economics, and/or some related field. @econ_ra #EconTwitter
Ehsan Azarmsa retweeted
If you are a PhD student in the Chicago area, definitely take advantage of all the great PhD courses offered by faculty of @IDEAL_chicago -- you can most likely take them for credit or audit!
ideal-institute.org/2024/03/…
Also, check my course BUSN 36922 to "Learn Online Learning"!
Ehsan Azarmsa retweeted
The deadline to apply for our 2024 @MFRProgram Summer Session for Young Scholars to be held at the University of Chicago this August is quickly approaching us.
Interested students should apply to participate by March 1: – at Chicago, IL
.@MFRProgram, led by @UChi_Economics' @UncertainLars, will hold a summer session for PhD students looking to write a dissertation at the interplay of macroeconomics and finance. The MFR Summer Session will be held on August 5-8, 2024. Info & application: ow.ly/FYYK50QAkYH
