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The Chair of Professor Semyon Malamud at EPFL focuses on research in financial economics, with recent publications covering topics such as return prediction, illiquidity, dominant currency debt, liquidity, and decentralized exchange. Professor Malamud's work also delves into mathematical finance, exploring areas like optimal reinsurance, non-myopic optimal portfolios, and indifference pricing for power utilities.
Pierre Collin Dufresne, Jan Benjamin Junge