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George Mason UniversitySchool of Business
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Philipov, Alexander

Academic Unit:Finance
Position:Associate Professor and Area Chair
Phone:703-993-9762
Office Location:Enterprise Hall 227
Office Hours:M: 2:45 pm – 3:30 pm; W: 2:45 pm – 3:30 pm; and by appointment
Research Interests:
  • Empirical Asset Pricing
  • Credit Risk
  • Risk Management
Education:
  • PhD - Finance, Boston College, Boston, MA
  • MS - Resource Economics, University of Massachusetts at Amherst, Amherst, MA
Profile:

Alexander Philipov is an assistant professor in the School of Business at George Mason University. His areas of teaching include investments, derivatives, corporate finance, and financial institutions. He comes to Mason from American University.

Philipov's research focuses on asset pricing, risk management, and credit risk. His work has appeared (or is forthcoming) in the Journal of Finance, the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, the Journal of Business and Economic Statistics, the Financial Analysts Journal, and the Econometric Reviews.

Research and Awards:

Presented the paper titled, “Analyst Bias and Mispricing” at the Federal Reserve Board of Governors in Washington, D.C. in 2016 (with coauthors Mark Grinblatt and Gergana Jostova).

Presented the paper titled, “Style and Skill: Hedge Funds, Mutual Funds, and Momentum” at the European Finance Association Annual Meeting in Oslo, Norway in 2016 (with coauthors Mark Grinblatt, Gergana Jostova, and Lubomir Petrasek).

Presented the paper titled, “Professional Money Managers' Style and Skill: Hedge Funds, Mutual Funds, and Momentum” at the 4th Luxembourg Asset Management Summit in Luxembourg in 2015 (with coauthors Mark Grinblatt, Gergana Jostova, and Lubomir Petrasek).

Presented the paper titled, “Analysts' Forecast Bias and the Mispricing of High Credit Risk Stocks” at the World Finance Conference in Buenos Aires, Argentina in 2015, at the American University in Washington, DC in 2014, at the University of Washington Summer Finance Conference in Seattle, WA in 2015, at the 2014 UCLA ASSAM Colloquium in Los Angeles, CA in 2014, and at the University of Baltimore in Baltimore, MD in 2014 (with coauthors Mark Grinblatt, Gergana Jostova).

Presented the paper titled, “Analysts' Forecast Bias and the Mispricing of High Credit Risk Stocks” at the American Finance Association in Boston, MA (with coauthors Mark Grinblatt, and Gergana Jostova).

Received the Best Paper Award for 2013 from the Review of Asset Pricing Studies. 

Received the Second Place Prize from Fama DFA Prizes for Capital Markets and Asset Pricing for the Journal of Financial Economics in 2013.
 
Published an article titled, “Anomalies and Financial Distress” in the Journal of Financial Economics in 2013. 

Published an article titled, “The World Price of Credit Risk” in Review of Asset Pricing Studies in 2012.

Presented the paper titled “The World Price of Credit Risk” (with coauthors) at the 11th annual Darden International Finance Conference in Charlottesville, VA in 2012. 

Presented the paper titled “The World Price of Credit Risk” at the The 2012 SFS Finance Cavalcade in Charlottesville, Virginia in 2012. 

Presented the paper titled “Momentum in Corporate Bond Returns” at the Financial Intermediation Research Society (FIRS) Conference in Sydney, Australia, at the World Finance Conference in Rhodes, Greece, at the Financial Management Association's Annual Conference in New York, New York, at the Federal Reserve Board of Governors in Washington, DC, and at the State Street Global Advisors in Boston, Massachusetts.

Presented the paper titled “Anomalies and Financial Distress” at the Financial Management Association Annual Meetings in New York, NY, at the Adam Smith Asset Pricing Conference at the University of Oxford, in Oxford, England, at the Jackson Hole Finance Conference in Jackson Hole, Wyoming, and at the State Street Global Advisors in Boston, Massachusetts.

Presented the paper titled “Anomalies and Financial Distress” at the Financial Management Association Annual Meetings in New York, New York. 

Presented the paper titled “Reviving The Conditional CAPM: Expected vs. Realized Returns and Stochastic Betas” at the George Mason University Finance Seminar in Fairfax, Virginia.

Presented (with Christof Stahel, Marketing) the paper titled “Momentum in Corporate Bond Returns” at the Financial Management Association Annual Meetings in New York, New York and at the HEC Montreal in Montreal, Canada. 

Presented the paper titled “Asset-Pricing Anomalies and Financial Distress” at the FDIC Center for Financial Research in Washington, D.C. and at Quantitative Methods in Finance in Sydney, Australia.

Awarded the best paper award for “Anomalies and Financial Distress” at the FMA Asia Annual Conference in Singapore. The paper was also presented at the Financial Management Association Asian Conference in Singapore, and the Eastern Finance Association Annual Meetings in Miami Beach, Florida. 

Awarded the Excellence in Research Award 2010 from George Mason University School of Business.