Assistant Professor, Finance
Phone: (703) 993-6593
Office Location: Enterprise Hall 321
Office Hours: By appointment
Ashok Margam is a Term Assistant Professor within the Finance Area in the School 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.
- 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
- 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