PhD in Finance – Temple University, Philadelphia, USA
Master of Arts in Financial Engineering – Temple University, Philadelphia, USA
Master of Arts in Economics – Central European University, Badapest, Hungary
Bachelor of Arts in Mathematics, Minor in History (cum laude) – Columbia University, NY, USA
Asset Pricing Anomalies
Market Efficiency
Mutual Funds
Valuation
Investments
Derivatives
Corporate Finance
Financial Statement Analysis
Financial Modelling
Light, N, D. Maslov and O. Rytchkov. Aggregation of Information about the Cross Section of Stock Returns: A Latent Variable Approach. Review of Financial Studies 30 (4), 1339-1381
Light, N. and I. Stetsyuk. 2022. Puzzle Solved? A Comprehensive Analysis of Hedge-Fund Like Mutual Funds According to the Value-Added Paradigm. Journal of Asset Management 23(3), 256-275.
Since 2023, Dr. Light has been a Chartered Financial Analyst (CFA) charterholder
Finance, Investment Analysis, Risk Management
