Faculty - Claudia Moise

Assistant Professor, Banking and Finance

Ph.D., University of Chicago Booth School of Business, 2006
M.B.A., University of Chicago Booth School of Business, 2005
M.S., University of South Carolina, 1997
M.S., University of Bucharest, 1991
B.S., University of Bucharest, 1990

The focal points of Claudia's work have been asset pricing, financial econometrics and market microstructure. She is interested in quantifying the effects volatility and liquidity have in the market place, in explaining documented return anomalies, like the value and momentum effects, and also in the way investors form expectations that lead to these anomalies. Her research looks at asset pricing by closely examining these fundamentals. Her approach consists of combining different theoretical frameworks, while selectively applying a broad range of econometric tools and methodologies in a variety of financial arenas.

Interests

Teaching

Investments, Corporate Finance, Financial Instruments, Portfolio Management, Financial Econometrics,
Asset Pricing, Market Microstructure

Research

Asset Pricing, Market Microstructure, Banking, Financial Econometrics