Faculty

Institution

Unit

Venue

Andrew Szakmary

Professor of Finance

University of Richmond

Affiliations

Robins School of Business

Finance

Andrew Szakmary is currently serving as a Finance Professor of Finance at University of Richmond.

Honors

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Experiences

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Education

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Andrew Szakmary

University of Richmond

Professor of Finance

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finance financial economics economics asset pricing capital markets international financial markets finance research financial analysis economic dynamics financial studies international finance global finance market trends market (economics) quantitative analysis (finance) economic analysis financial stability volatility modeling foreign exchange markets stock market prediction empirical finance business financial engineering economic modelling market microstructure commodity markets exchange rates international capital markets high-frequency trading price discovery stock index futures accounting islamic accounting economic research business strategy regulatory toxicology economic behavior economic psychology mathematical programming financial econometrics prediction markets security markets central bank intervention firm performance corporate law ownership structure international accounting financial statements exchange rate movement econometric models fractional stochastics econometric methods filter (signal processing) testing technique option pricing business growth industrial development trading model trend prediction emerging markets economic trends time interval petroleum markets trend-following trading strategies implied volatility futures markets predictive power price transmission dynamics trading rule profits momentum strategies golden parachutes accounting disclosures intraday return patterns trading costs disappearing january/turn

Notable Scholarly Works

Notable Federal Grants

Collaborators

Practical Applications of Using Excel’s “Lambda” Function to Compute Modified Duration, Dollar Duration, and Bond Convexity. Practical Applications (2025)

compute modified durationbond convexitynumerical analysiscomputational mathematicsdollar durationmathematical programmingapplied mathematicsstatistics

The Hedging of Currency Risk for U.S. Equity Investors. Review of Financial Economics (2025)

financial economicsfinancial stabilityinternational financial marketsu.s. equity investorsinternational financeasset pricingglobal financeinvestment managementfinancefinancial risk management

Using Excel’s “Lambda” Function to Compute Modified Duration, Dollar Duration, and Bond Convexity. The journal of wealth management (2024)

dollar durationapplied mathematicscompute modified durationbond convexity

The Low-Risk Effect in Equities: Evidence From Industry Data in an Earlier Time. Financial Analysts Journal (2023)

industry datalow-risk effectfinance researchfinancial studiesearlier timefinancial analysiseconomicsempirical financeeconomic analysisfinancefinancial risk managementrisk management

Emerging Markets: Is the Trend Still Your Friend?. Global Finance Journal (2016)

C. Mitchell ConoverGerald R. JensenRobert R. JohnsonAndrew C. Szakmary

financial economicseconomic trendsmarket trendsinternational financeasset pricingemerging marketsglobal financetrend predictionfinance

The Importance of Board Composition and Committee Structure: The Case of Poison Pills. Corporate Ownership and Control (2016)

toxicologycorporate governancecommittee structuremedicinepharmacologyregulatory toxicologygovernancemanagementboard compositionpoison pills

Industry Momentum in an Earlier Time: Evidence From the Cowles Data. The Journal of Financial Research (2015)

business strategyindustrial developmentproductivitybusinessbusiness cyclesmarket (economics)economic dynamicseconomic researchbusiness growtheconomic growtheconomicseconomic analysisthe cowles dataindustrial organization

Trend‐Following Trading Strategies in U.S. Stocks: A Revisit. Financial Review (2015)

trading modelfinancial economicsquantitative analysis (finance)u.s. stocksfinance researchmarket trendsfinancial studiesinternational financial marketseconomic dynamicsinvestment managementfinancial engineeringcapital marketsfinancehigh-frequency trading

Mean Aversion in Fixed Income Returns: Evidence and Implications for Long Horizon Investors. SSRN Electronic Journal (2012)

mean aversionfinancial economicsfixed income returnsquantitative analysis (finance)finance researchfinancial decision-makingbehavioral economicscapital marketseconomic behaviorfinancial studiesfinanceoptimal investment securityfinancial analysiseconomicsinvestment managementportfolio choiceintertemporal portfolio choiceeconomic psychologybehavioral financelong horizon investorsasset pricing

Trend-Following Trading Strategies in Commodity Futures: A Re-Examination. Journal of Banking & Finance (2009)

financial economicsfinance researchcommodity marketstradetrend-following trading strategiesmarket (economics)international financial marketsasset pricingeconomic analysisfinance

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Andrew Szakmary

Professor of Finance

University of Richmond

Affiliations

Robins School of Business

Finance

Andrew Szakmary is currently serving as a Finance Professor of Finance at University of Richmond.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Andrew Szakmary

University of Richmond

Professor of Finance

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Practical Applications of Using Excel’s “Lambda” Function to Compute Modified Duration, Dollar Duration, and Bond Convexity. Practical Applications (2025)

compute modified durationbond convexitynumerical analysiscomputational mathematicsdollar durationmathematical programmingapplied mathematicsstatistics

The Hedging of Currency Risk for U.S. Equity Investors. Review of Financial Economics (2025)

financial economicsfinancial stabilityinternational financial marketsu.s. equity investorsinternational financeasset pricingglobal financeinvestment managementfinancefinancial risk management

Using Excel’s “Lambda” Function to Compute Modified Duration, Dollar Duration, and Bond Convexity. The journal of wealth management (2024)

dollar durationapplied mathematicscompute modified durationbond convexity

The Low-Risk Effect in Equities: Evidence From Industry Data in an Earlier Time. Financial Analysts Journal (2023)

industry datalow-risk effectfinance researchfinancial studiesearlier timefinancial analysiseconomicsempirical financeeconomic analysisfinancefinancial risk managementrisk management

Emerging Markets: Is the Trend Still Your Friend?. Global Finance Journal (2016)

C. Mitchell ConoverGerald R. JensenRobert R. JohnsonAndrew C. Szakmary

financial economicseconomic trendsmarket trendsinternational financeasset pricingemerging marketsglobal financetrend predictionfinance

The Importance of Board Composition and Committee Structure: The Case of Poison Pills. Corporate Ownership and Control (2016)

toxicologycorporate governancecommittee structuremedicinepharmacologyregulatory toxicologygovernancemanagementboard compositionpoison pills

Industry Momentum in an Earlier Time: Evidence From the Cowles Data. The Journal of Financial Research (2015)

Trend‐Following Trading Strategies in U.S. Stocks: A Revisit. Financial Review (2015)

Mean Aversion in Fixed Income Returns: Evidence and Implications for Long Horizon Investors. SSRN Electronic Journal (2012)

Trend-Following Trading Strategies in Commodity Futures: A Re-Examination. Journal of Banking & Finance (2009)

financial economicsfinance researchcommodity marketstradetrend-following trading strategiesmarket (economics)international financial marketsasset pricingeconomic analysisfinance

1
2
3
10 / page