معرفی
Andrew L. Detzel is an Associate Professor of Finance and Mayo McBride Professor in the Department of Finance, Insurance and Real Estate at Baylor University's Hankamer School of Business. He holds a PhD in Finance from the University of Washington Seattle (2015), MS in Mathematics from the University of Oregon (2009), and BS in Mathematics from California State University (2007). He is an active member of the American Finance Association and Macro Finance Society.
His research focuses on empirical asset pricing with particular emphasis on:
- Macro-finance interactions and market volatility patterns
- Return forecasting methodologies and predictive models
- Capital market frictions and limits to arbitrage
- Out-of-sample forecasting applications in financial markets
- Volatility-managed portfolios and investment strategies
Detzel's publications demonstrate consistent focus on market anomalies, portfolio optimization under transaction costs, and the intersection of macroeconomic policy with asset pricing. His most recent work explores volatility puzzles, ESG investing psychology, and reproducibility in financial research.
His significant scientific awards include:
- Hankamer School of Business Robert and Robin Nitsche Outstanding Research Award (2024)
- Daniels College of Business Distinguished Scholar Award (2021)
- Shmuel Kandel Award for best PhD Student Paper at Utah Winter Finance Conference (2015 & 2017)
