Robert Savickas

Associate Professor of Finance
Department of Finance
GWSB, Funger Hall
(202) 994-8936
savickas@gwu.edu

Robert Savickas' areas of focus in research are Continuous Time Finance, Asset Pricing, Investments, and Derivatives. His research has appeared, or is forthcoming, in top academic finance and economic journals to include, inter alia, The Review of Financial Studies, The Journal of Financial and Quantitative Analysis, The Journal of Business and Economic Statistics. He has published nine academic articles since joining GWSB in 2000, and has delivered almost three dozen presentations of his research at professional meetings and institutions.  Savickas continues to maintain an active research agenda, and works closely with several talented doctoral students.

His teaching focus follows his research areas, but is also augmented by several more practice--oriented courses to include Investments, Portfolio Management, and Technical Analysis, Interest-Rate Derivatives and Fixed Income Securities, as well as Mathematical and Computer Modeling in Finance. Overall, he has taught 10 different courses in the Doctoral, Masters' and Undergraduate programs.

Savickas has won more than 10 awards and grants for his research, teaching, and service to the profession. Beyond academics, Savickas maintains several consulting relationships to include the The Development Bank of Kazakhstan; Quantitative Strategies, Risk, and Analytics Department at The World Bank; the Inter-American Development Bank; as well as other US and international engagements, whose details are subject to non-disclosure agreements. The main areas of concentration in his consulting include portfolio allocation and simulations, index fund flow modeling, interest rate derivatives, intertemporal asset pricing, and risk management.

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The George Washington University