Associate Professor of Finance
Office: 230D Melcher Hall
Phone: (713) 743-4777
Curriculum Vitae (PDF)
- Ph.D., McGill University, Management (Finance), 2011.
- M.S., University of Houston, Electrical Engineering, 2004.
- B.E., L.D. College of Engineering, Electrical Engineering (Instrumentation & Control), 2001.
- Boutchkova, M., H. Doshi, A. Durnev, and A. Molchanov, 2012, “Precarious Politics and Return Volatility,” Review of Financial Studies, 25, 1111-1154
- Doshi, H., J. Ericsson, K. Jacobs, and S. Turnbull, 2013, “Pricing Credit Default Swaps
with Observable Covariates,” Review of Financial Studies, 26, 2049-2094
- Received best paper award at the Mathematical Finance Days conference organized by HEC Montreal and IFM2
- Doshi, H., R. Elkamhi, and M. Simutin, 2015, “Managerial Activeness and Mutual Fund
Performance,” Review of Asset Pricing Studies, 5, 156-184 (Editor’s Choice/Lead Article)
- Winner of best paper in Review of Asset Pricing Studies
- Doshi, H., K. Jacobs, and V. Zurita, 2017, “Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market,” Review of Asset Pricing Studies, 7, 43-80
- Doshi, H., P. Kumar, and V. Yerramilli, 2018, “Uncertainty, Capital Investment and Risk Management,” Management Science, 64, 5769-5786.
- Doshi, H., R. Elkamhi, and C. Ornthanalai, 2018, “The Term Structure of Expected Recovery Rates,” Journal of Financial and Quantitative Analysis, 53, 2619-2661.
- Doshi, H., K. Jacobs, and R. Liu, 2018, “Macroeconomic Determinants of the Term Structure: Long-run and Short-run Dynamics,” Journal of Empirical Finance, 48, 99-122.
- Doshi, H., K. Jacobs, P. Kumar, and R. Rabinovitch, 2019, “Leverage and the Cross-section of Equity Returns,” Journal of Finance, 74, 1431-1471.
- Choi, Y., H. Doshi, K. Jacobs, and S. Turnbull, 2020, “Pricing Structured Products with Economic Covariates,” Journal of Financial Economics, 135, 754-773.
- Doshi, H., K. Jacobs, and R. Liu, 2021, “Information in the Term Structure: A Forecasting Perspective, ” Management Science, 67, 5255-5277.
- Chen, S., H. Doshi, and S. Seo, Forthcoming, “Synthetic Options and Implied Volatility for the Corporate Bond Market, ” Journal of Financial and Quantitative Analysis.
- Never a Dull Moment: Entropy Risk in Commodity Markets (with Fousseni Chabi-Yo and Virgilio Zurita)
- Capital Investment and Asset Returns in Dynamic Oligopolies (with Praveen Kumar)
- What Interbank Rates Tell Us About Time-Varying Disaster Risk? (with Hyung Joo Kim and Sang Seo)
- Modeling Volatility in Dynamic Term Structure Models (with Kris Jacobs and Rui Liu)
- Asset Variance Risk and Compound Option Prices (with Jan Ericssion, Mathieu Fournier, and Sang Seo)
- Efficient Estimation of General Equilibrium Models Using Asset Returns and Industry Production Data (with Praveen Kumar)
- Uncertain Linguistic Tone and Credit Default Swap Spreads (with Saurin Patel, Srikanth Ramani, and Matthew Sooy)