Ilya Dergunov
- Associate Professor: Faculty of Economic Sciences / School of Finance
- Ilya Dergunov has been at HSE University since 2022.
Education and Degrees
2019
PhDGoethe University Frankfurt
2010
Master's in EconomicsUniversity of Bonn
2008
Degree in Mathematical Methods in EconomicsUlyanovsk State University
Courses (2024/2025)
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 2 year, 1-4 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus
- Methodological Research Mentor’s Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
- Quantitative Finance 2 (Mago-Lego; 1, 2 module)Eng
- Quantitative Finance 2 (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, field of study Finance and Credit, field of study Finance and Credit, field of study Economics; 2 year, 1, 2 module)Eng
- Past Courses
Courses (2023/2024)
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 2 year, 1-4 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
- Quantitative Finance (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; 2 year, 2 module)Eng
- Quantitative Finance (Mago-Lego; 2 module)Eng
- Quantitative Finance (Master’s programme; Faculty of Economic Sciences; 1 year, 2 module)Eng
- Theory of Finance (Mago-Lego; 3 module)Eng
- Theory of Finance (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, 3 module)Eng
Courses (2022/2023)
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 1, 2 module)Eng
- Theory of Finance (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, field of study Finance and Credit; 1 year, 3 module)Eng
- Theory of Finance (Mago-Lego; 3 module)Eng
Working papers
- Optimistic and pessimistic disagreement and the cross section of stock returns (2021)
with Giuliano Curatola (Siena) and Christian Schlag (Goethe)
We propose to decompose total disagreement of professional forecasters into the disagreement among optimists and pessimists and show empirically that both disagreement measures are priced and command di erent risk premia, with a negative (positive) premium for pessimistic (optimistic) disagreement. - The Capital Structure and Productivity Channels of Hedge Fund Activism (2021)
with Antje Berndt (ANU)
Paper offers insight into the impact of hedge fund activism on credit default swap (CDS)
and corporate bond market investors. - Risk Aversion in Corporate Bond Markets (2022)
with Antje Berndt (ANU), Jean Helwege (UC Riverside)
We examine the time variation of risk aversion in corporate bond markets and its relationship with monetary policy, using data from 1974 to 2020.
Employment history
Sep 2022 - present
Assistant Professor, HSE University
Oct 2019 - June 2022
Australian National University, Canberra, Australia
Postdoctoral Fellow in Finance
May 2014 - Sep 2019
Research Center SAFE, Goethe University Frankfurt, Germany
Research Assistant in Macro Finance Research Area
Nov 2012 - April 2013
The Fraunhofer Institute for Industrial Mathematics ITWM
Internship at the Department of Financial Mathematics, Kaiserslautern, Germany
Nov 2010 - Sep 2011
OJSC Siberian Coal and Energy Company (SUEK)
Economist, Department of Financial analysis and Cash Flow budgeting, Moscow, Russia