Andrea Frazzini
Adjunct Professor of Finance at Leonard N. Stern School of Business
Biography
Leonard N. Stern School of Business
Biography
Andrea Frazzini is an adjunct professor in the Finance department.
Research
My research focuses on Behavioral Finance, Asset Pricing and Asset Management. It shows stock prices‛ reaction to corporate news, the dumb money effect, the earnings announcement premium, customer momentum, social networks in mutual funds, sell side analysts and board of directors, the low beta anomaly and betting against beta, risk parity portfolios, embedded leverage in derivatives markets, quality minus junk factors, trading costs of asset pricing anomalies and efficient construction of value portfolios.
Courses Taught
- Behavioral Finance (FINC-GB.3329)
- Hedge Fund Strategies (FINC-GB.3321)
Academic Background
PhD, Economics, 2005
Yale University
MSc, Economics, 2001
London School of Economics and Political Science
BS, Economics, 2000
University of Rome III
Videos
Keynote Andrea Frazzini. Seminario Finanzas 2016
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