Jasmina Hasanhodzic

Assistant Professor

Academic Division: Finance
781-239-3884

Bio

Jasmina Hasanhodzic is an Assistant Professor of Finance at Babson College. Her recent research lies at the interface of macroeconomics, public finance, and finance. She has developed innovative large-scale simulation techniques to analyze features of markets such as generational risk and equity premium. She has also done work in empirical and behavioral finance, some of which gave rise to retail investment products. She co-authored two books on technical analysis, published by Wiley. Her research has been cited by The Economist, the Financial Times, and The New Yorker. She received a Ph.D. in Economics from Boston University, where she was an NBER/Sloan Pre-Doctoral Fellow. She also holds a Ph.D. from MIT's Department of Electrical Engineering and Computer Science and a B.S. from Yale University. Prior to beginning her academic career, she worked at the hedge fund AlphaSimplex Group and at Credit Suisse. Other areas of expertise include: Macro-Public Finance, Computational Economics.

Academic Degrees

  • Ph D, Boston University
  • Ph D, Massachusetts Institute of Technology
  • BS, Yale University

Academic Interests

Economics; Finance; Macroeconomics

Awards & Honors

  • 2014 - Paper Contest Finalist, Society for Computational Economics
  • 2013 - Pre-Doctoral Fellowship on the Economics of an Aging Workforce, NBER/Sloan
  • 2012 - RAND Summer Institute on Aging Scholarship, RAND Institute
  • 2011 - Boston University Women’s Guild Award, Boston University
  • 2010 - Boston University Fellowship, Boston University
  • 2002 - MIT Presidential Fellowship, Massachusetts Institute of Technology

Courses

Degree Courses 2016-2017

Degree Courses 2015-2016

Publications

Journal Articles

  • Hasanhodzic, J., Lo, A.W., Viola, E. (2011). A Computational View of Market Efficiency. Quantitative Finance
  • Hasanhodzic, J., Lo, A.W. (2007). Can Hedge-Fund Returns Be Replicated?: The Linear Case Journal of Investment Management

Books

  • Hasanhodzic, J., Lo, A.W. (2010). The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals: Wiley
  • Hasanhodzic, J., Lo, A.W. (2009). The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis: Bloombrg Press

Articles

  • Hasanhodzic, J., Lo, A.W. (2006, June) Attack of the Clones.: Institutional Investor's Alpha

Reports

  • Hasanhodzic, J., Lo, A.W., Patel, P. (2009). The CS 130/30 Index: A Summary and Performance Comparison. Credit Suisse

Presentations

  • Valuing Government Obligations When Markets Are Incomplete
    Hasanhodzic, J. Valuing Government Obligations When Markets Are Incomplete American Economic Association Annual Meeting, Chicago (2017)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Babson College, Wellesley, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Bentley University, Boston, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Brown University, Providence, RI (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Kellogg School of Management, Chicago, IL (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Northeastern University, Boston, MA (2015)
  • Life-Cycle Economics with Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics with Macroeconomic Shocks Rutgers, New Brunswick, NJ (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks San Francisco Fed, San Francisco (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics With Macroeconomic Shocks Tufts University, Boston, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks
    Hasanhodzic, J., , Life-Cycle Economics With Macroeconomic Shocks UC Davis, Davis, CA (2015)
  • Life-Cycle Economics with Macroeconomic Shocks
    Hasanhodzic, J. Life-Cycle Economics with Macroeconomic Shocks USC Marshall School of Business, Los Angeles, CA (2015)
  • Generational Risk—Is It a Big Deal?
    Hasanhodzic, J. Generational Risk—Is It a Big Deal? American Economic Association Annual Meeting, Philadelphia, PA (2014)
  • Borrowing Costs and the Equity Premium in Standard OLG Models
    Hasanhodzic, J. Borrowing Costs and the Equity Premium in Standard OLG Models Boston University/Boston College Green Line Macro Meeting, Boston, MA (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models
    Hasanhodzic, J. Generational Risk and the Equity Premium in Life-Cycle Models Econometric Society North American Summer Meeting, Minneapolis, MN (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models
    Hasanhodzic, J. Generational Risk and the Equity Premium in Life-Cycle Models NBER Summer Institute, Cambridge, MA (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models
    Hasanhodzic, J. Generational Risk and the Equity Premium in Life-Cycle Models Society for Economic Dynamics Meeting, Toronto, Canada (2014)
  • Borrowing Costs and the Equity Premium in Standard OLG Models
    Hasanhodzic, J. Borrowing Costs and the Equity Premium in Standard OLG Models Stanford Institute for Theoretical Economics Summer Workshop, Stanford, CA (2014)
  • Generational Risk—Is It a Big Deal?
    Hasanhodzic, J. Generational Risk—Is It a Big Deal? Initiative for Computational Economics, Stanford, CA (2013)
  • What Do Humans Perceive in Asset Returns?
    Hasanhodzic, J. What Do Humans Perceive in Asset Returns? Yale Whitebox Conference, new Haven, CT (2012)