Author Page for Jasmina Hasanhodzic

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

Downloads 11,487 ( 814)

Citation 80

2

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 11,487 (807)

Citation 80

Abstract:

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:

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 977 (43,843)

Citation 3

Abstract:

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 927 (47,140)

Citation 39

Abstract:

4.

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

Downloads 229 (244,238)

Citation 11

3

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 117 (433,244)

Abstract:

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 63 (643,746)

Citation 1

Abstract:

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 49 (727,656)

Citation 1

Abstract:

5.

Increasing Borrowing Costs and the Equity Premium

Number of pages: 33 Posted: 16 Apr 2014

Jasmina Hasanhodzic

Babson College - Finance Division

Downloads 63 (632,749)

Citation 4

Abstract:

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 53 (687,173)

Jasmina Hasanhodzic

Babson College - Finance Division

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Scholarly Papers (6)

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

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

Abstract:

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

Abstract:

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

Abstract:

Black's Leverage Effect is not Due to Leverage

Abstract:

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

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

Abstract:

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

Abstract:

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

Abstract:

Increasing Borrowing Costs and the Equity Premium

Abstract:

Valuing Government Obligations When Markets are Incomplete

Abstract: