Nadia Vozlyublennaia

Financial Economist
Office of Risk Assessment

Education Summary

  • Ph.D. Finance, Michigan State University, 2007
  • M.A. Economics, Western Michigan University, 2001
  • B.A. Economics, Novosibirsk State Academy of Economics and Management, 1999

Fields of Interest

  • Portfolio Choice and
    Investment Decisions
  • Asset Pricing
  • Non-Bank Financial Institutions
  • Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
    2014–present
  • Assistant Professor
    Area of Finance
    Texas Tech University
    2007-2014
  • Karagiannidis, Iordanis and Nadia Vozlyublennaia, 2016, Limits to mutual funds' ability to rely on mean/variance optimization, ​ Journal of Empirical Finance​, forthcoming
  • Vozlyublennaia, Nadia, 2014, Investor Attention, Index Performance, and Return Predictability,Journal of Banking and Finance 41: 17-35
  • Meshcheryakov, Artem and Nadia Vozlyublennaia, 2014, Dynamic Correlation Structure and Security Risk, ?Journal of Economics and Business 73: 48-64
  • Vozlyublennaia, Nadia, 2013, Do Firm Characteristics Matter for the Dynamics of Idiosyncratic Risk? Journal of International Financial Markets, Institutions, and Money 27:35-46
  • Murtazashvili, Irina and Nadia Vozlyublennaia, 2013, Diversification Strategies: Do Limited Data Constrain Investors? Journal of Financial Research 36(2): 215-232
  • Murtazashvili, Irina and Nadia Vozlyublennaia, 2013, When Do Characteristics-Sorted Factors Mechanically Explain Returns, Journal of International Financial Markets, Institutions, and Money25: 119-143
  • Murtazashvili, Irina and Nadia Vozlyublennaia, 2012, The Role of Data Limitations, Seasonality, and Frequency in Asset Pricing Models, Journal of International Financial Markets, Institutions, and Money 22(3): 555-574
  • Murtazashvili, Irina and Nadia Vozlyublennaia, 2012, The Performance of Cross-Sectional Regression Tests of the CAPM with Non-Zero Pricing Errors, Journal of Banking and Finance 36: 1057-1066
  • Vozlyublennaia, Nadia, 2012, Does Idiosyncratic Risk Matter for Individual Securities? Financial Management 41(3): 555-590
  • Vozlyublennaia, Nadia, 2011, The Cross-Section of Dynamics in Idiosyncratic Risk, Journal of Empirical Finance 18(3): 471-473

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