Sina Ehsani

Assistant Professor




  • Ph.D., University of Texas at San Antonio, finance
  • M.S., University of Tehran, electrical engineering
  • B.S., Sharif University of Technology, electrical engineering


  • 2022 Journal of Finance DFA Distinguished Paper Prize
  • 2019 Q Group Jack Treynor Prize
  • 2018 Review of Asset Pricing Rising Scholar Award

Teaching Areas

  • Risk management
  • Financial modeling
  • Quantitative finance

Research Interests

  • Investments
  • Portfolio choice
  • Empirical asset pricing


Is Sector Neutrality in Factor Investing a Mistake? Financial Analysts Journal (Forthcoming 2023)

Factor Momentum and the Momentum Factor. The Journal of Finance (2022). 77: 1877-1919.

The cross-section of expected returns in the secondary corporate loan market. The Review of Asset Pricing Studies (2016). 7: 243-277.

Effects of passive intensity on aggregate price dynamics. Financial Review (2015). 50: 363-391.

Exchange-traded funds, liquidity and volatility. Applied Financial Economics (2014). 24: 1617-1630.

Contact Us

NIU College of Business
Barsema Hall
740 Garden Road
DeKalb, IL 60115

Departmental Contacts

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