Fahiz Baba-Yara

Fahiz Baba-Yara

PhD Candidate in Finance

Nova SBE

About Me

I am a Ph.D. candidate in Finance studying at NOVA School of Business and Economics. My research interest lies at the intersection of Return Predictability, Machine Learning, and Financial Econometrics. I am particularly interested in answering the question of whether or not portfolios that leverage our improved ability to estimate future returns are priced by existing asset pricing models.

I am on the 2020-2021 job market and will be available for virtual interviews at the 2020 ASSA Annual Meeting and the 3rd European Job Market for Economist (2020).


  • Empirical Asset Pricing
  • Applied Machine Learning
  • Financial Econometrics


  • PhD in Finance, 2021 (Expected)

    NOVA School of Business and Economics

  • MSc in Economics and Business Administration, 2015

    Norwegian School of Economics

  • BSc in Accounting, 2010

    University of Ghana Business School

Working Papers




New and Old Sorts: Implications for Optimal Portfolios
Unifying Risk and Return: A Bayesian approach



Teaching Assistant

NOVA School of Business and Economics

Sep 2016 – Present Carcavelos, Portugal
  • Courses
  • Corporate Finance
  • Investments
  • Asset Management


University of Ghana

Oct 2010 – Jul 2013 Accra, Ghana