Rustam Ibragimov joined the Imperial College Business School as a Professor of Finance and Econometrics in 2012. Professor Ibragimov received his Ph.D. in Economics from Yale University in 2005. He also holds a Ph.D. degree in Mathematics from the Uzbek Academy of Sciences. Following his graduation from Yale and prior to joining the Imperial, Rustam Ibragimov was an Assistant Professor (2005-2009) and then an Associate Professor (2009-2012) at Harvard’s Economics Department. Over his academic career, he also held visiting positions at the Judge Business School at Cambridge, the Nuffield College at Oxford, the Department of Statistics at Columbia University, Innopolis University (Kazan, Russia), Kazan (Volga Region) Federal University and other research and education centers in the former USSR.
Professor Ibragimov’s current research interests include modelling crises and contagion in financial and economic markets and the analysis of their effects on properties of key models in economics and finance; development of robust econometric and statistical inference methods and their applications in financial econometrics, among others. The results obtained by Rustam Ibragimov and his co-authors in these and other fields appeared in such leading publications in finance, economics, econometrics, statistics and probability as the Journal of Financial Economics, the Review of Financial Studies, Management Science, the Journal of Business and Economic Statistics, the Review of Economics and Statistics, the Journal of Econometrics, Econometric Theory, the Annals of Probability, the Journal of Banking and Finance, the Journal of Risk and Insurance, and, upon their invitation, the New Palgrave Dictionary of Economics Online and the International Encyclopedia of Statistical Sciences. Professor Ibragimov is a co-author, with Marat Ibragimov (Kazan – Volga Region Federal University) and Johan Walden (Haas School of Business, the University of California at Berkeley), of the monograph on ‘Heavy-Tailed Distributions and Robustness in Economics and Finance’ recently published in the Springer’s Lecture Notes in Statistics Series. He is also a co-author, with Artem Prokhorov (the University of Sydney Business) of the book on ‘Heavy Tails and Copulas: Topics in Dependence Modelling in Economics and Finance’ recently published by the World Scientific. Professor Ibragimov serves as a Co-Editor for Econometric Theory and the Journal of Empirical Finance.
Ibragimov R, 2016, Inference with few heterogeneous clusters, Review of Economics and Statistics, Vol:98, ISSN:0034-6535, Pages:83-96
Ibragimov R, 2014, On the robustness of location estimators in models of firm growth under heavy-tailedness, Journal of Econometrics, Vol:181, ISSN:0304-4076, Pages:25-33
Ibragimov M, Ibragimov R, Kattuman P, 2013, Emerging markets and heavy tails, Journal of Banking and Finance, Vol:37, ISSN:1872-6372, Pages:2546-2559
Ibragimov R, Jaffee D, Walden J, 2011, Diversification disasters, Journal of Financial Economics, Vol:99, ISSN:0304-405X, Pages:333-348
Ibragimov R, Walden J, 2010, Optimal Bundling Strategies Under Heavy-Tailed Valuations, Management Science, Vol:56, ISSN:0025-1909, Pages:1963-1976
Ibragimov R, Mueller UK, 2010, t-Statistic based correlation and heterogeneity robust inference, Journal of Business & Economic Statistics, Vol:28, ISSN:0735-0015, Pages:453-468
Ibragimov R, Prokhorov A, 2017, Heavy Tails and Copulas: Topics in Dependence Modelling in Economics and Finance, World Scientific, ISBN:978-981-4689-79-3
Ibragimov M, Ibragimov R, Walden J, 2015, Heavy-tailed distributions and robustness in economics and finance, Springer, ISBN:978-3-319-16877-7