Jasmina Hasanhodzic Ph.D. candidate, Boston University Economics Email: my first name @ alum.mit.edu Address: 31 Henry Street, Cambridge, MA 02139 Curriculum vitae [PDF] (version of May 2012) Scroll down to: Books, Publications, Preprints, Other publications

Books

The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis With Andrew W. Lo Bloomerg 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

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

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A Quantitative Approach to Technical Analysis (working title)
With Andrew W. Lo
Wiley, forthcoming

Publications

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]

The CS 130/30 Index: A Summary and Performance Comparison
With Andrew W. Lo and Pankaj Patel
Credit Suisse white paper, http://credit-suisse.com/indices/13030, September 2009
Paper [PDF]
Press coverage: American Banker

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

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

Preprints

Do Humans Perceive Temporal Order in Asset Returns?
With Andrew W. Lo and Emanuele Viola
December 2011
Play the game
Paper [PDF]
Press coverage: MIT Technology Review

Black's Leverage Effect is Not Due to Leverage
With Andrew W. Lo
http://ssrn.com/abstract=1762363 2011
Paper [PDF]

Other related publications

Perspectives on Technical Analysis
STA Market Technician, Issue 63, pp. 18-20, January 2009
Paper [PDF]

From my childhood

Svitac na mom dlanu (A firefly on my palm) A volume of poems I wrote when I was 9-12 years old, many previously awarded and published in children's magazines. In Serbo-Croatian Excerpt [PDF]

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