Jasmina Hasanhodzic

Babson College - Finance Division

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

5

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CITATIONS
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54

Scholarly Papers (5)

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) - Sloan School of Management
Downloads 9,298 (346)
Citation 49

Abstract:

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) - Sloan School of Management

Abstract:

Hedge fund, portfolio management, risk management

2.

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) - Sloan School of Management
Downloads 488 (37,976)
Citation 4

Abstract:

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

3.

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) - Sloan School of Management and Northeastern University
Downloads 438 (41,642)
Citation 1

Abstract:

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

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 12 (499,393)

Abstract:

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: 47 Posted: 29 Jun 2013
Jasmina Hasanhodzic and Laurence J. Kotlikoff
Babson College - Finance Division and Boston University - Department of Economics
Downloads 5 (536,604)

Abstract:

5.

Increasing Borrowing Costs and the Equity Premium

Number of pages: 33 Posted: 16 Apr 2014
Jasmina Hasanhodzic
Babson College - Finance Division
Downloads 16 (398,957)

Abstract:

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