Semyon Malamud

Semyon Malamud is an Associate Professor of Finance at the École Polytechnique Fédérale de Lausanne, affiliated with the Department of Economics / Finance. His research focuses on portfolio selection, non-linear filtering, liquidity and asset prices, and machine learning in finance. Malamud is a Research Fellow at the Swiss Finance Institute and an Associate Editor of the Journal of Finance. His work includes publications in top finance and economics journals, covering topics such as financial economics, mathematical finance, and asset pricing models.

Semyon Malamud is a professor whose research spans Finance, Economics, and Machine Learning. His work explores topics such as decentralized exchange, return prediction, capital supply uncertainty, and information percolation in financial markets. He investigates equilibrium dynamics, heterogeneous agents, and the role of liquidity in innovation and growth. Malamud also examines machine learning applications in asset pricing, including the implementable efficient frontier and artificial intelligence models. His research includes studies on ETFs, insurance pricing, credit market frictions, and spectral theory in financial contexts. These contributions highlight his focus on integrating advanced analytical techniques with economic and financial theory.