Simona Abis
Assistant Professor of Business
Finance
2017, PhD in Finance, INSEAD; 2009, MSc in Quantitative Finance, Cass Business School; 2008, BSc in Economics of International Markets and New Technologies, Bocconi University
Joined CBS in 2017
Office:
768
Kravis
E-mail:
[email protected]
Personal Website
Curriculum Vitae
Biography
Professor Simona Abis joined Columbia Business School in 2017. She holds a PhD from INSEAD. Before joining the PhD program Simona worked as a quantitative researcher for a systematic hedge fund. Her research interests span the fields of information economics, empirical and theoretical asset pricing, financial econometrics, microeconomics, Bayesian learning, machine learning, mutual funds and hedge funds. Overall Simona is interested in the impact of technology on financial markets. Her current research focuses particularly on the impact of technological change on investment management through the rise of quantitative investment.
Teaching
Spring 2021
Capital Markets & Investments
(MBA)
Spring 2020
Capital Markets & Investments
(MBA)
Spring 2019
Capital Markets & Investments
(MBA)
Spring 2018
Research
Working papers
Man vs. Machine: Quantitative and Discretionary Equity Management
(2022)
Coauthor(s): Simona Abis
The Changing Economics of Knowledge Production
(2021)
Coauthor(s): Simona Abis, Laura Veldkamp
Learning from Prospectuses
(2021)
Coauthor(s): Simona Abis, Andrea Buffa, Apoorva Javadekar, Anton Lines
Do Mutual Funds Keep Their Promises?
(2021)
Coauthor(s): Simona Abis, Anton Lines
Market Timing in Bayesian Portfolio Optimization
(2017)
Coauthor(s): Simona Abis