Ruslan Goyenko

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. While his primary area of expertise is liquidity and liquidity risk among different asset classes, his most recent research is focused on the application of machine learning in asset pricing, such as return predictability, optimal portfolio construction, optimization, and the risk management.

He published in top finance journals such as the Review of Financial Studies, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis. 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).

Since May 2021, Ruslan is a scientific director of FIRM Labs (Financial Innovations and Risk Management Labs). FIRM is a research tank, which bridges the gap between two disciplines, financial economics and computer science. Its objective is to develop new applications of ML/AI in asset management, and finance in general.

Professional Services

Ad Hoc Referee

• Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Review of Asset Pricing Studies, Journal of Empirical Finance, Journal of Financial Markets, Journal of Financial Intermediation, International Review of Finance, Journal of Banking and Finance, Journal of Money, Credit and Banking

Reviewer

• NFA (Northern Finance Association), EFA (European Finance Association), SSHRC, European Research Council Consolidator Grant, Research Council – Israel; Bank of Canada financial markets working paper series