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Andrea Frazzini

Adjunct Associate Professor of Finance

Leonard N. Stern School of Business
Kaufman Management Center
44 West 4th Street, 9-150
New York, NY 10012
Phone number: (212) 998-0300
Email: andrea.frazzini@aqr.com
Personal Site: http://www.econ.yale.edu/~af227/

Teaches Research Interests
  • Behavioral Finance
  • Behavioral Finance
  • Asset Management

Academic Background
Ph.D., 2003, Economics, Yale University
M.Sc., 1998, Economics, London School of Economics and Political Science
B.S., University of Rome III

Honors
  • Journal of Finance: Smith Breeden Prize, 2011
  • Journal of Finance: Smith Breeden Prize, 2008
  • Journal of Financial Economics: Fama/DFA Prize, 2008
  • Initiative on Global Markets Research Grant, 2007
  • Barclays Global Investors Award, Best Paper in Asset Pricing, 2007
  • BSI Gamma Foundation Grant, Firm Characteristics and Investment Management, 2001
  • Winner: Chicago Quantitative Alliance 13th annual academic competition, 2001
  • Winner: PanAgora Asset Management - Crowell Prize, 2005
  • Winner: Chicago Quantitative Alliance 11th annual academic competition, 2004
  • Yale University Fellowship, 2001 - 2005
  • Whitebox Advisors Doctoral Fellowship, Yale International Center for Finance, 2004
  • Ente Einaudi: Visiting Scholar Fellowship, 2003
  • Medio Credito Centrale: Marco Fanno Fellowship, 2001 - 2003

Publications
  • "Sell Side School Ties" (with Lauren Cohen and Christopher Malloy), 2010, Journal of Finance 65, 1409-1437. (2010 Smith Breeden Prize, Distinguished Paper Prize)
  • "The Small World of Investing: Board Connections and Mutual Fund Returns" , 2008 (with Lauren Cohen and Christopher Malloy) Journal of Political Economy, Vol. 116, 951-979. (Barclays Global Investors Best Paper Award)
  • "Economic Links and Predictable Returns" (with Lauren Cohen). 2008 , Journal of Finance (2009 Smith Breeden Distinguished Paper Prize)
  • Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns , (with Owen Lamont), 2008 , Journal of Financial Economics. (Fama/DFA Prize for Capital Markets and Asset Pricing)
  • The Disposition Effect and Under-reaction to News, 2006, Journal of Finance. (First Prize, Chicago Quantitative Alliance Academic Paper Competition, PanAgora Asset Management Crowell Memorial Prize)