- Ph D, Boston University
- Ph D, Massachusetts Institute of Technology
- BS, Yale University
Academic InterestsEconomics; Finance; Macroeconomics
Awards & Honors
Degree Courses 2017
- FIN 3520 SECURITY VALUATION
- 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.
- 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.
- 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.
- 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.