Faculty & Research

Ekaterina (Katja) Smetanina

Ekaterina (Katja) Smetanina

Assistant Professor of Econometrics and Statistics and Asness Junior Faculty Fellow

Ekaterina Smetanina works in the fields of econometrics, financial economics, empirical finance, and forecasting. Her main research looks to develop new econometric models to analyze different aspects of financial markets, in particular with focus on the topic of forecasting. She also works on the development of robust forecast evaluation methodologies, which are designed to be applicable in a wide variety of real-world situations. Her research has been published in the Journal of Financial Econometrics and the Journal of Empirical Finance.

Smetanina earned a PhD in economics from the University of Cambridge, UK in 2018. During her studies, she was a visiting PhD student at Duke University. Additionally, she holds an MSc in economics from the University of Bonn, Germany and a BSc in engineering from Bauman Moscow State Technical University, Moscow, Russia.


2019 - 2020 Course Schedule

Number Title Quarter
41100 Applied Regression Analysis 2020 (Spring)