Jasmina Hasanhodzic

Babson College - Finance Division

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 4,685

SSRN RANKINGS

Top 4,685

in Total Papers Downloads

12,412

SSRN CITATIONS
Rank 10,078

SSRN RANKINGS

Top 10,078

in Total Papers Citations

13

CROSSREF CITATIONS

110

Scholarly Papers (6)

1.
Downloads 10,613 ( 672)
Citation 80

Can Hedge-Fund Returns Be Replicated?: The Linear Case

Number of pages: 54 Posted: 27 Aug 2006
Jasmina Hasanhodzic and Andrew W. Lo
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 10,613 (664)
Citation 80

Abstract:

Loading...

hedge funds, investments, portfolio management, risk management

Can Hedge-Fund Returns Be Replicated?: The Linear Case

Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Posted: 30 May 2007
Jasmina Hasanhodzic and Andrew W. Lo
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Abstract:

Loading...

Hedge fund, portfolio management, risk management

2.

Is it Real, or is it Randomized?: A Financial Turing Test

Number of pages: 12 Posted: 26 Feb 2010 Last Revised: 25 Jan 2015
Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
Babson College - Finance Division, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Northeastern University
Downloads 836 (41,414)
Citation 3

Abstract:

Loading...

Market Efficiency, Human Pattern Recognition, Machine/Human Interfaces, Technical Analysis, Video Games

3.

Black's Leverage Effect is not Due to Leverage

Number of pages: 25 Posted: 16 Feb 2011
Jasmina Hasanhodzic and Andrew W. Lo
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 830 (41,785)
Citation 39

Abstract:

Loading...

Volatility, Leverage Effect, Return/Volatility Relationship, Time-Varying Expected Return, Behavioral Finance

Generational Risk – Is It a Big Deal? Simulating an 80-Period OLG Model with Aggregate Shocks

Number of pages: 49 Posted: 01 Jul 2017
Jasmina Hasanhodzic and Laurence J. Kotlikoff
Babson College - Finance Division and Boston University - Department of Economics
Downloads 51 (529,291)

Abstract:

Loading...

Intergenerational Risk Sharing, Government Transfer Policies, Aggregate Shocks, Equity Premium, Incomplete Markets, Stochastic Simulation

Generational Risk -- Is It a Big Deal? Simulating an 80-Period OLG Model with Aggregate Shocks

Number of pages: 41 Posted: 30 Dec 2015
Jasmina Hasanhodzic and Laurence J. Kotlikoff
Babson College - Finance Division and Boston University - Department of Economics
Downloads 24 (691,256)
Citation 1

Abstract:

Loading...

Intergenerational Risk Sharing, Government Transfer Policies, Aggregate Shocks, Incomplete Markets, Stochastic Simulation

Generational Risk - is it a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks

NBER Working Paper No. w19179
Number of pages: 42 Posted: 29 Jun 2013 Last Revised: 29 May 2022
Jasmina Hasanhodzic and Laurence J. Kotlikoff
Babson College - Finance Division and Boston University - Department of Economics
Downloads 12 (799,324)
Citation 1

Abstract:

Loading...

5.

Increasing Borrowing Costs and the Equity Premium

Number of pages: 33 Posted: 16 Apr 2014
Jasmina Hasanhodzic
Babson College - Finance Division
Downloads 42 (562,374)
Citation 4

Abstract:

Loading...

Equity Premium, Borrowing Constraints, Aggregate Shocks, Incomplete Markets, Stochastic Simulation

6.

Valuing Government Obligations When Markets are Incomplete

NBER Working Paper No. w24092
Number of pages: 44 Posted: 16 Dec 2017 Last Revised: 01 May 2022
Jasmina Hasanhodzic and Laurence J. Kotlikoff
Babson College - Finance Division and Boston University - Department of Economics
Downloads 4 (851,924)

Abstract:

Loading...