Harry Mamaysky

Harry Mamaysky is a Professor of Professional Practice at Columbia Business School, where he serves as the Faculty Director of the Program for Financial Studies and of the MS program in Financial Economics. Harry teaches capital markets, asset pricing, and data analytics to MBA, Masters and PhD students. He is also the Faculty Director of Columbia Business School’s Chief Investment Officer executive education program.

Harry’s research focuses on empirical and theoretical asset pricing, market microstructure, and the role of information in the trading process. His past work has combined large textual data sets—such as news articles and earnings call transcripts—with machine learning and AI models to investigate how markets and news interact.  His work has appeared in leading academic journals, including the Journal of Finance, the Journal of Political Economy, the Review of Financial Studies, the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and Management Science.

Prior to his return to academia, Harry founded the Systemic Risk Group at Citigroup and served as a member of the firm's Risk Executive Committee. Previous to that, he was a senior portfolio manager in Citi Principal Strategies with a focus on relative value credit trading. He has held positions with Old Lane, Morgan Stanley, and Citicorp. He was also an Assistant Professor of Finance at the Yale School of Management during the period 2000–02.

Harry earned his PhD in finance from the Massachusetts Institute of Technology.  He holds BS and MS degrees in computer science from Brown University.