Ashok Margam

George Mason University Costello College of Business Faculty Ashok Margam
Titles and Organizations

Assistant Professor, Finance

Contact Information

Email: amargam@gmu.edu
Phone: (703) 993-6593
Office Location: Enterprise Hall 321
Office Hours: By appointment

Personal Websites

Biography

Ashok Margam is a Term Assistant Professor within the Finance Area in the Costello College of Business at George Mason University. Before that, he was a Visiting Assistant Professor at Saint Joseph’s University in Philadelphia. He had been a CFTC regulated, NFA registered Commodity Trading Advisor (CTA) for more than a decade before switching into academia.

Dr. Margam has a broad and deep professional experience spanning Silicon Valley and Wall Street, both in start-up and corporate environments. He is a hands-on coder, derivatives trader (Equity Indices, Currencies and Commodities - Futures and Futures Options), and a passionate teacher.   

Education

  • DBA: University of Florida, Gainesville, FL
  • MBA (Finance & Entrepreneurship): Columbia Business School, Columbia University, New York, NY
  • MTech (Computer Science): Jawaharlal Nehru Technological University, Hyderabad, India 

Research Interests

  • Market Microstructure and Quantitative Trading: Intraday Medium-frequency Trading, Hi-frequency Trading, Temporal Volatility Clusters, Derivative Pricing, Artificial Intelligence and Machine Learning
  • Market Efficiency: EMH, AMH, Calendar Anomalies, Cognitive Biases, Impacts of Exogenous Events
  • Socially Responsible Investing: Impact Investing, ESG Investing, ESG Ratings
  • Modern Portfolio Theory: Inter-asset-class Diversification, Intra-asset-class Diversification, Temporal Diversification
  • Market Regulation: Impact of Financial Market Regulation on the markets
  • International Financial Markets: Cross-country and Inter-market correlations, Foreign Exchange Markets

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