Jasmina Hasanhodzic

Assistant Professor of Finance

Babson College

Email:	jhasanhodzic1@babson.edu
Office:	325 Tomasso Hall map
Mail:	231 Forest St, Babson Park MA 02457

Curriculum vitae [PDF] (version of January 2020)

Short Bio

Profiles: Google Scholar, NBER, SSRN

Fields of interest: Computational Finance, Asset Pricing, Investment Management, Macro-Public Finance

Below: teaching, papers, books, industry positions, bonus material

Teaching

Security Valuation
Undergraduate
Spring 2016 - present (multiple sections each term)
Average instructor assessment (last 3 years, 1 = best): 1.39/5.00, 1.26/5.00, 1.43/5.00

Managing Portfolios
MBA and M.S.
Spring 2019
Instructor assessment (1 = best): 1.35/5.00

Publications

Simulating the Blanchard Conjecture in a Multi-Period Life-Cycle Model
AEA Papers & Proceedings, forthcoming
Paper [PDF], Slides [PDF]

Valuing Government Obligations When Markets Are Incomplete
With Laurence Kotlikoff
Journal of Money, Credit, and Banking, Vol. 51, No. 7, pp. 1815-1855, 2019
Paper [PDF], Slides [PDF]

On Black's Leverage Effect in Firms With No Leverage
With Andrew W. Lo
Journal of Portfolio Management, Vol. 46, No. 1, pp. 106-122, 2019
Paper [PDF]

What Do Humans Perceive in Asset Returns?
With Andrew W. Lo and Emanuele Viola
Journal of Portfolio Management, Vol. 45, No. 4, pp. 49-60, 2019
Paper [PDF]
Press coverage: Financial Times, MIT Technology Review

A Computational View of Market Efficiency
With Andrew W. Lo and Emanuele Viola
Quantitative Finance, Vol. 11, No. 7, pp. 1043-1050, 2011
Paper [PDF]

Can Hedge-Fund Returns Be Replicated?: The Linear Case
With Andrew W. Lo
Journal of Investment Management, Vol. 5, No. 2, pp. 5-45, Second quarter 2007 (subsumes "Attack of the Clones")
Paper [PDF]
Press coverage: The Economist, Financial Times, The New Yorker, Institutional Investor , Alpha Magazine , AllAboutAlpha

Working papers

A Study of Generational Risk in Life-Cycle Models
With Laurence Kotlikoff
June 2019
Paper [PDF], Revise and Resubmit at the Journal of Money, Credit and Banking
This work builds on "Generational Risk -- Is It a Big Deal? Simulating an 80-Period OLG Model with Aggregate Shocks", NBER Working Paper 19179, Paper [PDF]

Borrowing Costs and the Equity Premium in Standard OLG Models
January 2015
Eastern Finance Association Annual Meeting 2020 (scheduled)
Paper [PDF], SSRN

Work in progress

How Much Debt Is Too Much Debt?

Is the Equity Premium a Wage Insurance Premium?
With Laurence Kotlikoff

Industry publications

Attack of the Clones
With Andrew W. Lo
Institutional Investor's Alpha, pp. 54-61, June 2006
Paper [PDF]

The CS 130/30 Index: A Summary and Performance Comparison
With Andrew W. Lo and Pankaj Patel
Credit Suisse White Paper, September 2009
Paper [PDF]
Press coverage: American Banker

Books

The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis
With Andrew W. Lo
Bloomberg Press, January 2009
Broadcasted talks: MTA Educational Web Series Video, Slides; Bloomberg Thursday Night Technicals Video, Slides
Press coverage: Investment Professional, Journal of Economic Literature
Radio interview: Interview with Dr. Alvin Jones (The Paradise Radio Network)
On Amazon

Larger view

The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals
With Andrew W. Lo
Wiley, September 2010
Translated into German, Norwegian translation forthcoming
Press coverage: Financial Times, The Hindu, CNN Fortune
Radio interviews: Insana Quotient, Business Talk Radio Network , WKXL1450 Financial Spectrum
On Amazon English, German

Larger view
German cover