Andrea Frazzini

Adjunct Professor of Finance at Leonard N. Stern School of Business

Schools

  • Leonard N. Stern School of Business

Expertise

Links

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

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