Anisha  Ghosh

Assistant Professor of Finance

PHONE

412-268-4063

OFFICE

GSIA - Tepper School of Business - Room 314A

AREA OF EXPERTISE

Finance

EDUCATION

London School of Economics - Ph D - 2009
London School of Economics - MS - 2005
Presidency College - BS - 2003

TEACHING AND RESEARCH INTERESTS

Asset Pricing, Financial Econometrics, Macroeconomics

PUBLICATIONS

  • "Can Rare Events Explain the Equity Premium Puzzle?,"

    Review of Financial Studies, 2012

  • "Asset Pricing Tests with Long Run Risks in Consumption Growth,"

    (author(s): Anisha Ghosh, George Constantinides) The Review of Asset Pricing Studies 1(1), 2011; 96-136

  • "Consistent Estimation of the Risk Return Tradeoff in the Presence of

    2009

WORKING PAPERS

  • "The Predictability of Returns with Regime Shifts in Consumption and Dividend

    (author(s): Anisha Ghosh)

  • "What is the Consumption-CAPM Missing? An Information-Theoretic Approach

COURSES TAUGHT

  • INVESTMENT ANALYSIS (70492)
    2013 Section: A
    2012 Section: A, B
  • Seminar in Finance III (47723)
    2013 Mini 1 Section: A
  • Investment Analysis (70492)
    2010 Section: A, B
    2009 Section: A
  • Seminar in Finance II (47722)
    2010 Mini 4 Section: A
Anisha Ghosh