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 Womens Guild Award, Boston University
  • 2010 — Boston University Fellowship, Boston University
  • 2002 — MIT Presidential Fellowship, Massachusetts Institute of Technology
More

Courses

  • Degree Courses 2017

    • FIN 3520 SECURITY VALUATION

Publications

Working Papers

  • Hasanhodzic, J., Lo, A.W., Viola, E. (in press). What Do Humans Perceive in Asset Returns?.
  • Hasanhodzic, J., Kotlikoff, L. (in press). Valuing Government Obligations When Markets Are Incomplete. Journal of Public Economics. link
  • Hasanhodzic, J., Kotlikoff, L. (in press). Generational RiskIs It a Big Deal? Simulating an 80-Period OLG Model With Aggregate Shocks.

Journal Article

  • Hasanhodzic, J., Lo, A.W. (in press). Black's Leverage Effect is Not Due to Leverage. Quarterly Journal of Finance.
  • 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.

Book

  • 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.

Research Reports

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

Articles - Regular column in journal or newspaper

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

Presentations

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