Associate Professor of Finance, Desautels Faculty of Management, McGill University.
Ruslan Goyenko is an Associate Professor of Finance at Desautels Faculty of Management, McGill University. He received PhD in Finance from Indiana University, Kelley School of Business. He also held faculty appointments at the University of Toronto and Notre Dame University. His research focuses on empirical asset pricing, liquidity, market microstructure, pricing of derivative securities and mutual funds performance predictability. While his primary area of expertise is liquidity and liquidity risk in different asset classes, his most recent research is focused on the application of machine learning in the empirical asset pricing, and more specifically, in the risk management. Ruslan co-organizes and continues organizing prestigious academic and industry conferences on Asset Management. He is a recipient of numerous research grants from The Social Sciences and Humanities Research Council of Canada, and more recently from Autorité des Marchés Financiers (Québec). He published in top finance journals such as the Review of Financial Studies, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis. As of more recently, Ruslan is also a scientific director of FIRM Labs (Financial Innovations and Risk Management Labs) - a recent academia-industry research initiative focused on applications of ML/AI in Asset Management.