Assistant Professor of Finance, London Business School

Svetlana Bryzgalova

Research Associates

Assistant Professor of Finance, London Business School

Dr Svetlana Bryzgalova's research interests cover empirical asset pricing, financial econometrics and macrofinance.

LBS Webpage

Publications

More publications

Academic journals

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Journal of Finance, 78 (1), 487-557

February 2023

Svetlana Bryzgalova

Jiantao Huang

Christian Julliard

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...

January 2020

DP 93

Svetlana Bryzgalova

Jiantao Huang

Christian Julliard

Discussion Papers

Consumption in Asset Returns

Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...

January 2020

DP 92

Svetlana Bryzgalova

Christian Julliard

Svetlana Bryzgalova

Publications

Academic journals

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Discussion Papers

Consumption in Asset Returns

News

Igor Makarov explains his research into cryptocurrencies in ...

Entrepreneurial Finance Stories with Juanita Gonzalez-Uribe

"The Illusion of Control" - press coverage

Events

4th LSE Workshop on Political Economy of Turkey

The Future of Computer Trading in Financial Markets: has it ...

Silicon Valley Bank Failure: Implications for Risks to the G ...

Seminars

Idiosyncratic Volatility and the ICAPM

The Origins of Commodity Price Fluctuations

Publications

Layered Networks, Equilibrium Dynamics, and Stable Coalition ...

Latent Fragility: Conditioning Banks' Joint Probability of D ...

The case against aggressive government action on crypto