Harry Mamaysky

Harry Mamaysky is a Professor at Columbia Business School, where he directs the Program for Financial Studies and the MS program in Financial Economics. He also leads the Chief Investment Officer executive education program, teaching capital markets, asset pricing, and data analytics to MBA, Masters, and PhD students.

• Education: PhD in Finance (MIT), BS/MS in Computer Science (Brown University)

His research spans empirical and theoretical asset pricing, market microstructure, and the interplay of information and trading. He pioneers methods integrating large textual datasets (e.g., news, earnings calls) with machine learning to analyze market dynamics, including the impacts of overnight news on returns and news-topic modeling.

Recent publications focus on oil market forecasting, Federal Reserve policy, and the role of textual data in understanding regulatory costs, credit information, and macroeconomic stress. These works highlight cross-disciplinary methodologies bridging finance, economics, and data science.

Harry’s industry experience includes founding Citigroup’s Systemic Risk Group, senior portfolio management at Citi Principal Strategies, and roles at Old Lane and Morgan Stanley. He also served as an Assistant Professor of Finance at the Yale School of Management (2000–02).

He is affiliated with the Financial and Business Analytics Committee, emphasizing interdisciplinary collaboration in financial research.