Jasmina Hasanhodzic

Assistant Professor of Finance

Babson College

Email: jhasanhodzic1@babson.edu
Cell:(646) 338-1971
Office: 325 Tomasso Hall map
Mail: 231 Forest Street, Babson Park MA 02457

Curriculum vitae [PDF], Short Bio

Profiles: Google Scholar, NBER, SSRN

Fields of interest: Macro-Public Finance, Finance, Computational Economics

Below: papers, books, industry positions, bonus material


Generational Risk -- Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks
With Laurence Kotlikoff
June 2013, revised December 2015
R&R at the Journal of Political Economy
Original Paper [PDF], Revised Paper [PDF], Slides [PDF]
In NBER Summer Institute, 2014
    AEA Meeting, 2014
    Econometric Society North American Summer Meeting, 2014
    Society for Economic Dynamics Meeting, 2014

Borrowing Costs and the Equity Premium in Standard OLG Models
January 2015
Paper [PDF], Slides [PDF], SSRN
Society for Computational Economics 2014 Student Prize Finalist
In Stanford Institute for Theoretical Economics (SITE) Summer Workshop, 2014

Valuing Government Obligations When Markets Are Incomplete
With Laurence Kotlikoff
Paper [PDF], Slides [PDF]
In University of Chicago Theory Workshop, 2014

What Do Humans Perceive in Asset Returns?
With Andrew W. Lo and Emanuele Viola
Paper [PDF] , Slides [PDF], Play the game
R&R at Management Science, 2014
Press coverage: Financial TimesMIT Technology Review

Black's Leverage Effect is Not Due to Leverage
With Andrew W. Lo
R&R at the Quarterly Journal of Finance, 2013
Paper [PDF], Slides [PDF]

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 EconomistFinancial Times,   The New Yorker,   Institutional Investor ,   Alpha Magazine ,   AllAboutAlpha

Work in progress

How Much Debt Is Too Much Debt?

Optimal Government Debt in an OLG Model with Aggregate and Idiosyncratic Risk
With Kent Smetters

Other 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


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 ProfessionalJournal 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 TimesThe Hindu,  CNN Fortune
Radio interviews: Insana QuotientBusiness Talk Radio Network WKXL1450 Financial Spectrum
On Amazon English, German

            Larger view
            German cover

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

Industry positions

AlphaSimplex Group, Cambridge MA, 2007-2011
Research Scientist and Vice President

Credit Suisse Quantitative Equity Research Group, New York NY, 2007-2011
Worked on the CS 130/30 Index paper, the winner of the Bernstein Fabozzi/Jacobs Levy Award for an Outstanding Article.

Bonus material

Media coverage [PDF]

Full list of presentations [PDF]

From my childhood

Svitac na mom dlanu (A firefly on my palm)
A collection of poetry I wrote when I was 9-12 years old. Many of the poems in it won awards and were published in children's magazines.
In Serbo-Croatian
Excerpt [PDF]

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