Haim Mozes

Business faculty - Haim Mozes

Professor
Accounting and Taxation
Joined Fordham: 1989

General Information:
140 W. 62nd Street, Room 443,
New York, NY 10023

Email: [email protected]

 

  • Haim Mozes is a professor of accounting at the Gabelli School of Business. His research focuses on the different ways in which earnings data influence stock prices, on the performance of alternative investments, and on the role of alternative investments in institutional portfolios. His teaching interests include financial statement analysis and, in particular, topics that bridge the accounting and finance disciplines. Professor Mozes has consulted for earnings analytics firms as well as for hedge funds.

    Haim A. Mozes Resume Download

    • Ph.D.: New York University
    • Master's: M.S., New York University
    • Bachelor's: B.A., Touro College
    • Quantitative Equity Analysis
    • Alternative Investments
    • Asset Allocation Models
    • Earnings Forecasting Models
    • Stock Selection Strategies Based on Earnings Forecast Models
    • Financial Statement Analysis
    • Valuing/Evaluating Deferred Compensation
    • "When and how are Analysts’ Price Targets and Recommendations Useful?", Forthcoming, Journal of Investing.
    • “The Information in the Low Forecasts” Journal of Investing, 31 (2), pp. 11-23, Feb. 2022
    • “The Outlook for Endowment and Pension Funds” with John L. Steffens, The Journal of Wealth Management, Summer 2021 24 (1), pp. 120-131.
    • “The Risk in Value”, Journal of Investing  29(3), pp. 6-17, April 2020.
    • “Evidence that Analysts’ Forecasts do not Reflect their Expectations”, Journal of Investing 27(4), pp 7-18, Winter 2018.
    • “Volatility Forecasting” With John L. Steffens, Journal of Trading 13(4), pp. 10-13, Fall 2018.
    • "The Impact of Volatility on Returns Models: The Case of Crude Oil". Journal of Wealth Management 21(2), Fall 2018, pp. 97-106. 
    • “Reinvestment and Global Stock Returns”, Journal of Investing Spring 2018 27(2), pp 9-21
    • “When Do PE Ratios Matter”, with Hannah Rozen, Journal of Investing, Fall 2017, 26 (3), pp.10-20.
    • “Hedge Fund Illiquidity, Age, and Performance” with John Steffens, Journal of Wealth Management, Winter 2016 19(3), pp. 87/98
    • “Using Fundamental Factors to Forecast Equity Market Volatility”, with John L. Steffens, Journal of Trading Spring 2016 11(2), pp. 5-10,
    • “Calculating Earnings Growth Rates for Indices that Include Unprofitable Companies”, with Hannah Rozen,  Journal of Investing, Spring 2016 25(1), pp. 16-24.
    • “The Time-Varying Interest Rate Sensitivity of Municipal Bonds”, Journal of Wealth Management 18(2), Fall 2015, pp
    •  47-54.
    • “Getting More Value out of the Value Factor”, with John L. Steffens, Journal of Investing 24(4), Winter 2015, pp. 8-16.
    • “The Disconnect Between Physical Gold Demand and Gold Prices”, With Serge Cooks. Journal Of Wealth Management 16(3), Winter 2013, 112-121.
    • “Decomposing Hedge Fund Returns: What Hedge Funds got Right for the Past 20 Years”. Journal of Investing 22(3), Fall 2013, 9-20.