Nadia (Vozlyublennaia) Winn

• 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 37: 282-292
• 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

Vozlyublennaia, Nadia and Youchang Wu, 2018, Mutual Funds Apart from the Crowd.