About Dmitry
Professor Orlov’s research interests span several areas of finance and economics, including banking, markets for repurchase agreements, Bayesian persuasion, dynamic contracts, mutual funds, and stochastic games.
Professor Orlov earned his BS in Mathematics from Moscow State University, his MS in Data Analysis from the Moscow Institute of Physics and Technology, and his PhD in Financial Economics from the Stanford Graduate School of Business.
Selected Published Journal Articles
Orlov, D. & Zryumov, P. & Skrzypacz, A. (2023). The Design of Macro-Prudential Stress Tests Review of Financial Studies
Orlov, D. (2022). Frequent Monitoring in Dynamic Contracts Journal of Economic Theory
Orlov, D. & Skrzypacz, A. & Zryumov, P. (2020). Persuading the Principal to Wait Journal of Political Economy
Krishnamurthy, A. & Nagel, S. & Orlov, D. (2014). Sizing Up Repo Journal of Finance
Cherny, A. & Orlov, D. (2011). On Two Approaches to Coherent Risk Contribution Mathematical Finance
Working Papers
Orlov, D. & Skrzypacz, A. & Zryumov, P. Trading Information
Presentations
(2023) Exchanging Information
Utah Winter Finance Conference (2022)
Cambridge Finance Theory Symposium (2021)
Copenhagen Business School (2021)
Western Finance Association (2021)
Financial Intermediation Research Society (2021)
University of Washington Foster School of Business (2021)
Paul Wooley Capital Markets Conference (2021)
American Finance Association (2021)
Professional Organizations
Finance Theory Group
American Finance Association