Harry Mamaysky
Professor of Professional Practice, Columbia Business School (CV)
Published and working papers can be downloaded from SSRN
My commentary on markets and the economy on Substack and Advisor Perspectives
Publications
with Paul Glasserman and Fulin Li
Journal of Financial and Quantitative Analysis, 2025
(online appendix, presentation)
with Paul Glasserman and Yiwen Shen
Management Science, 2024
Journal of Financial and Quantitative Analysis, 2024
with Paul Glasserman
Review of Asset Pricing Studies, 2023 (Editor's Choice)
with Paul Glasserman, Kriste Krstovski, and Paul Laliberte
Proceedings of ACM International Conference on AI in Finance (ICAIF ’20), 2020
with Charles Calomiris
Journal of Financial Economics, 2019
with Paul Glasserman
Journal of Financial and Quantitative Analysis, 2019
Journal of Banking & Finance, 2018
Journal of Alternative Investments, 2016
with Matt Spiegel and Hong Zhang
Review of Financial Studies, 2008
with Matt Spiegel and Hong Zhang
Review of Finance, 2007
with Hua He
Journal of Economic Dynamics & Control, 2005
with Andrew Lo and Jiang Wang
Journal of Political Economy, 2004
with Andrew Lo and Jiang Wang
Journal of Finance, 2000
Working Papers
with Paul Glasserman and Jimmy Qin
Revise and resubmit at Review of Financial Studies
(online appendix, presentation)
with Charles Calomiris and Ruoke Yang
Revise and resubmit at Journal of Financial and Quantitative Analysis
(online appendix, LDA appendix)
with Charles Calomiris and Nida Çakir Melek
Revise and resubmit at Financial Analysts Journal
(online appendix, OOS appendix)
with Yiwen Shen and Hongyu Wu
Revise and resubmit at Journal of Banking and Finance
with Paul Glasserman, Kriste Krstovski, and Paul Laliberte
with Paul Glasserman and Jeremias Huber
with Yuqi Zhang
Permanent Working Papers
with Charles Calomiris, Joanna Harris, and Cristina Tessari
with Charles Calomiris
Other Publications
You can see regular articles on my QuantStreet blog and on Advisor Perspectives
Columbia News, June 2, 2023
MarketWatch, June 1, 2023
Covid Economics, 2020
VOXeu CEPR, 2020
with Charles Calomiris
Cato Journal, 2020
with Charles Calomiris and Ruoke Yang
CATO Institute Research Briefs, 2020