Дранев Юрий Яковлевич

Education and Degrees

2024

Doctor of Sciences*
Thesis Title: Modelling the impact of innovation-related risks on firm value

2004

PhD in Financial Mathematics
University of Ottawa
Thesis Title: Equivalent Martingale Measures and Option Pricing in Jump-diffusion markets

1996

Degree in mathematics
Lomonosov Moscow State University, mathematics

* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

FRM

Financial Risk Manager — Certified by the Global Association of Risk Professionals

Professional Interests

STI foresight financial innovations risk-management asset pricing real options

Awards and Accomplishments

Best Teacher — 2018

Responsibilities

Planning and organization of activities of the department; managing the department's operations; increasing performance of the department; promoting the results of research projects in mass media and at the external events.

Supervisor of the following Doctoral theses

for a Candidate of Sciences degree

1
E. Ochirova The efficiency evaluation of technological mergers and acquisitions of public companies, 2022
2
I. Kuchin Assessment of currency risk impact on asset pricing, 2019
3
Modelling of Technological Development Effects to Support Strategic Decision-making at Oil and Gas Enterprises.

Courses (2024/2025)

Corporate Risk Management (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit, field of study Finance and Credit; 1 year, 4 module)Eng
Corporate Risk Management (Mago-Lego; 4 module)Rus
Economics of Innovation. Advanced (Master’s programme; Institute for Statistical Studies and Economics of Knowledge; 1 year, 4 module)Eng
Economics of Innovation. Advanced (Mago-Lego; 4 module)Eng
Economics of Innovation. Basic (Master’s programme; Institute for Statistical Studies and Economics of Knowledge; 1 year, 3 module)Eng
Economics of Innovation. Basic (Mago-Lego; 3 module)Eng
Finance of Innovation (Master’s programme; Institute for Statistical Studies and Economics of Knowledge; 1 year, 4 module)Eng
Finance of Innovation (Mago-Lego; 4 module)Eng
Innovations in Financial Institutions (Mago-Lego; 1 module)Rus
Innovations in Financial Institutions (Master’s programme; Faculty of Economic Sciences; 2 year, 1 module)Rus
Past Courses

Timetable for today

Full timetable

Dissertation for a degree of Doctor of Science

2024
Y. Dranev Моделирование влияния рисков инновационного развития на стоимость фирмы

Conferences

2023
V Российский экономический конгресс (Екатеринбург). Presentation: Влияние ESG-рейтингов на привлекательность биржевых инвестиционных фондов для инвесторов
Х ЕЖЕГОДНАЯ МЕЖДУНАРОДНАЯ НАУЧНАЯ КОНФЕРЕНЦИЯ «ЭКОНОМИКА И МЕНЕДЖМЕНТ» (EMC 2023) (Санкт-Петербург). Presentation: Влияние корпоративной социальной ответственности на прибыль от исследований и разработок: данные для компаний в области наукоемких отраслей

2022
XXIII Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Investments in Research and Development and Corporate Social Responsibility

2021
Effects of Enterprise Innovation Culture Openness (Москва). Presentation: M&A as a means of innovation
11th Annual International Academic Conference ‘Foresight and STI Policy’ (Москва). Presentation: Efficiency of Technology M&A: Implications for Open Innovation

2020
Международная научная конференция «Форсайт и научно-техническая и инновационная политика» (Москва). Presentation: Forecasting Socio-economic Effects of Digital Transformation

2019
Europe 4.0: Sharing the New Economy (Vienna). Presentation: Blockchain Technology: Applications in the European Financial Sector
GSOM Emerging Markets Conference 2019 (Санкт-Петербург). Presentation: Mergers & Acquisitions and Technological Efficiency: the Empirical View

2018
XIX Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Do network effects explain the patterns of cryptocurrencies adoption? Evidence from Bitcoin and Etherium Markets
DEGIT XXIII (Москва). Presentation: A version of multisector DSGE model for Russian economy

2016
World Finance Conference (Нью-Йорк). Presentation: COLOG Asset Pricing
12th EIASM INTERDISCIPLINARY WORKSHOP on “INTANGIBLES, INTELLECTUAL CAPITAL & EXTRA-FINANCIAL INFORMATION” (Санкт-Петербург). Presentation: R&D Expenditures and Cross Section of Stock Returns in R&D Intensive Markets

2014
V World Finance Conference (Венеция). Presentation: Asymmetric exchange-rate exposure in BRIC countries
13th EACES Biennial Conference (Будапешт). Presentation: Differences in Exchange Rate Exposures in BRIC Markets

2013
9 th EBES Conference (Рим). Presentation: Entropic Risk Measures and Cost of Equity: Empirical Evidence from Russia
XIV Апрельская Международная научная конференция (Моска). Presentation: Энтропийные меры риска и затраты на капитал: эмпирические свидетельства из России

17

Oct

2024

XI International GSOM Economy&Management Conference - EMC 2024. Special Track of the HSE School of Finance «Strategic Finance: The Future of Corporate Finance in an Era of Structural Crises»

Achieving antifragility of businesses at turbulent times requires financial executives to maintain inclusive growth strategies.

25

Sep

2023

The School of Finance with the Financial Innovation and Risk Management Center Took Part in the V Russian Economic Congress

The School of Finance with the Financial Innovation and Risk Management Center took an active part in the V Russian Economic Congress (REC2023), which was held from September 11 to 15, 2023 in Yekaterinburg.

1

Jun

2021

Effects of Enterprise Innovation Culture Openness in ISSEK’s Measurements

Participants of the international workshop ‘Corporate Innovation Climate’ discussed the latest research results in the field of open innovation on May 26, 2021. The workshop was organised by HSE Institute of Statistical Studies of Economics of Knowledge (ISSEK) jointly with University of Twente (the Netherlands) in the framework of the Human Capital Multidisciplinary Research Centre (HCMRC).

23

Apr

2021

Human Capital, Innovation, and Fintech: What the Future Holds for Eurasian Integration

To what extent do the countries of the Eurasian Economic Union (EAEU) benefit from an open economy? What financial, scientific, and educational policy tools will contribute to the implementation of the recently approved ‘Strategic Directions for the Development of Eurasian Economic integration until 2025’? These questions were discussed by participants in a series of expert discussions at the XXII April International Academic Conference on Economic and Social Development organised by HSE University and Sberbank.

19

Sep

2019

'The impact of innovations on the company value: challenges for a CFO'

School of Finance holds the round table on the theme "The impact of innovations on the company value: challenges for a CFO" at the Russian CFO Summit on the 23-24th of October.

25

Apr

2019

6th annual PhD workshop "Financial Markets and Corporate Strategies: Comparative Studies"

The main objective of the workshop was to develop academic networks and stimulate exchange between young researchers. PhD students were provided 20 minutes for presentations and received detailed feedback from senior academics in the field. The best papers from the workshop will be published in academic journal ‘Journal of Corporate Finance Research’

23

Dec

2016

Kaja Ciglic: “We Can Be More Secure, But We Will Not Be Totally Secure”

On 9 December, 2016 HSE ISSEK in partnership with Microsoft organised seminar “Cybersecurity. The role of government; business and society”. Kaja Ciglic, Sr. Cybersecurity Strategist, Microsoft, discussed geopolitical trends of global cybersecurity and various initiatives in this space proposed by different stakeholders with the students and faculty.

16

Dec