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Jasmina Hasanhodzic

  • Assistant Professor
Academic Division: Finance
781-239-3884
Jasmina Hasanhodzic is an Assistant Professor of Finance at Babson College. Her recent research lies at the interface of finance and public 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.

Academic Degrees

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

Academic Interest / Expertise

Asset Pricing, Macro-Public Finance, Computational Economics, Investment Management

Awards & Honors

  • 2021 — Babson Early Career Scholar Award, Babson College
  • 2018 — Babson Faculty Research Fund Summer Stipend, Babson College
  • 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 2025

    • FIN 4530 INVESTMENTS

  • Degree Courses 2024

    • FIN 4530 INVESTMENTS
    • FIN 7518 MANAGING PORTFOLIOS

  • Degree Courses 2023

    • FIN 7503 EQUITIES
    • FIN 3560 FINANCIAL MARKETS AND INSTRUMENTS
    • FIN 4530 INVESTMENTS
    • FIN 7518 MANAGING PORTFOLIOS
    • FIN 7502 CAPITAL MARKETS

Publications

Journal Articles

  • Hasanhodzic, J., Lo, A.W. (2019). On Black's Leverage Effect in Firms With No Leverage. Journal of Portfolio Management, The. Vol: 46, Issue: 1, Page: 106-122.
  • Hasanhodzic, J., Kotlikoff, L. (2019). Valuing Government Obligations When Markets Are Incomplete. Journal of Money, Banking, and Credit. Vol: 51, Issue: 7, Page: 1815-1855.
  • Hasanhodzic, J., Lo, A.W., Viola, E. (2019). What Do Humans Perceive in Asset Returns?. Journal of Portfolio Management, The. Vol: 45, Issue: 4, Page: 49-60.
  • 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.

Conference Proceedings

  • Hasanhodzic, J. (2020). Simulating the Blanchard Conjecture in a Multi-Period Life-Cycle Model: AEA Papers & Proceedings. Vol: 110, Page: 149-51.

Other

  • Hasanhodzic, J., Lo, A.W., Patel, P. (2009). The CS 130/30 Index: A Summary and Performance Comparison. Credit Suisse.
  • Hasanhodzic, J., Lo, A.W. (2006). Attack of the Clones. Institutional Investor's Alpha.

Presentations

  • Should You List Your House Below Market Value in Newton, MA? Hasanhodzic, J. Sixth Babson Faculty Research Day, Babson College (2023)
  • Borrowing Costs and the Equity Premium in Standard OLG Models Hasanhodzic, J. Fifth Babson Faculty Research Day, Babson College (2022)
  • Life-Cycle Models: A Computational Algorithm, Fiscal Policies, and Asset Prices Hasanhodzic, J. QWAFAFEW, Boston Chapter (2021)
  • Life-Cycle Models: A Computational Algorithm, Fiscal Policies, and Asset Prices Hasanhodzic, J. Babson College Finance Division Brown Bag Seminar, Virtual (2021)
  • Life-Cycle Models: A Computational Algorithm, Fiscal Policies, and Asset Prices Hasanhodzic, J. University of Kansas, Virtual (2020)
  • Simulating the Blanchard Conjecture in a Multi-Period Life-Cycle Model Hasanhodzic, J. American Economic Association Annual Meeting, San Diego, CA (2020)
  • Valuing Government Obligations When Markets are Incomplete Hasanhodzic, J. , . NBER Summer Institute, Aging Workshop, Cambridge MA (2017)
  • Valuing Government Obligations When Markets are Incomplete Hasanhodzic, J. Boston Area Finance Symposium, Brandeis University (2017)
  • Valuing Government Obligations When Markets are Incomplete Hasanhodzic, J. MIT Golub Center for Finance and Policy, MIT (2017)
  • Valuing Government Obligations When Markets are Incomplete Hasanhodzic, J. Babson Faculty Research Day, Babson College (2017)
  • Valuing Government Obligations When Markets Are Incomplete Hasanhodzic, J. American Economic Association Annual Meeting, Chicago (2017)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Babson College, Wellesley, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Bentley University, Boston, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Brown University, Providence, RI (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Kellogg School of Management, Chicago, IL (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Northeastern University, Boston, MA (2015)
  • Life-Cycle Economics with Macroeconomic Shocks Hasanhodzic, J. Rutgers, New Brunswick, NJ (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. San Francisco Fed, San Francisco (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. Tufts University, Boston, MA (2015)
  • Life-Cycle Economics With Macroeconomic Shocks Hasanhodzic, J. , . UC Davis, Davis, CA (2015)
  • Life-Cycle Economics with Macroeconomic Shocks Hasanhodzic, J. USC Marshall School of Business, Los Angeles, CA (2015)
  • Generational Risk—Is It a Big Deal? Hasanhodzic, J. American Economic Association Annual Meeting, Philadelphia, PA (2014)
  • Borrowing Costs and the Equity Premium in Standard OLG Models Hasanhodzic, J. Boston University/Boston College Green Line Macro Meeting, Boston, MA (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models Hasanhodzic, J. Econometric Society North American Summer Meeting, Minneapolis, MN (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models Hasanhodzic, J. NBER Summer Institute, Cambridge, MA (2014)
  • Generational Risk and the Equity Premium in Life-Cycle Models Hasanhodzic, J. Society for Economic Dynamics Meeting, Toronto, Canada (2014)
  • Borrowing Costs and the Equity Premium in Standard OLG Models Hasanhodzic, J. Stanford Institute for Theoretical Economics Summer Workshop, Stanford, CA (2014)
  • Generational Risk—Is 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)
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