Yusif Simaan

Yusif Simaan is a professor of finance and business economics at the Gabelli School of Business, as well as the director of the graduate division's M.S. program in investor relations.

Professor Simaan holds a Ph.D. from Baruch College of the City University of New York; an M.S. from Technion, the Israel Institute of Technology; and a B.A. from Haifa University in Israel. He has offered consulting expertise to the Electronic Traders Association and Automated Trading Desk and has won best-paper honors from Open Economies Review.

• Ph.D.: CUNY (Baruch)
• Master's: M.S., Technion (Israel Institute of Technology)
• Bachelor's: B.A., Haifa University (Israel)

• Market microstructure
• Portfolio theory
• Capital asset pricing
• Estimation risk in investment decisions
• International finance

• “Markowitz and the CAPM,” Annals of Operations Research, Vol. 346, December 2024, pp. 673-691. 
• “Do We Need Higher-Order Comoments to Enhance Mean-Variance Portfolios? Evidence from a Simplified Jump Process,” (with Khaldoun Khashanah, and Majeed Simaan), International Review of Financial Analysis, Vol. 81, May 2022, pp. 1-44.
• “Estimation Error in Mean Returns and The Mean-Variance Efficient Frontier,” (with Majeed Simaan, and Yi Tang), International Review of Economics & Finance, Vol. 56, July 2018, pp. 109-124.
• “Market Maker Quotation Behavior and Pretrade Transparency,” (with Daniel G. Weaver, and David K. Whitcomb), The Journal of Finance, Vol. 58, No. 3, June 2003, pp. 1247 -1267.
• “A Rational Explanation for Home International Money and Finance,” (with Iftekhar Hasan), The Journal of International Money and Finance, Vol. 19, No. 3, June 2000, pp. 331-361.