Paula Andrea Cocoma
Assistant Professor of Finance • Professor
Assistant Professor of Finance
Paula Cocoma is an Assistant Professor of Finance at Frankfurt School of Finance & Management. Paula received her Bachelor's in Industrial Engineering from Universidad de Los Andes in Colombia, then got a Master of Finance degree from MIT - Sloan School of Management, and continued her studies at INSEAD to get an M.Sc. and Ph.D. in Management.
Her research is centered around theoretical asset pricing, where she focuses on the decision to learn information and the consequences of such decisions for financial markets. The main tools she uses to approach problems in finance span: General Equilibrium, Continuous Time, Information Economics, and Optimal Stopping Problems.
Before her Master's degree, she gained professional work experience in risk management in DekaBank. Prior to her Ph.D., she worked in the asset management industry in StateStreet and BlackRock as a quantitative researcher. Her industry exposure to the asset management industry further shapes Paula's research interests.
Her research is centered around theoretical asset pricing, where she focuses on the decision to learn information and the consequences of such decisions for financial markets. The main tools she uses to approach problems in finance span: General Equilibrium, Continuous Time, Information Economics, and Optimal Stopping Problems.
Before her Master's degree, she gained professional work experience in risk management in DekaBank. Prior to her Ph.D., she worked in the asset management industry in StateStreet and BlackRock as a quantitative researcher. Her industry exposure to the asset management industry further shapes Paula's research interests.
- Finance department
- Professor
- Faculty
PUBLICATIONS
Cocoma, P., Skov Jensen, C., 2024. Do Investors Learn from Prices? Evidence from the Securities Lending Market.
Cocoma, P., Zhang, J., 2024. Efficiency Loss: The Hidden Cost of Passive Investors Governance.
Cocoma, P., 2023. Disagreement and Scheduled Announcements: Explaining the Pre-Announcement Drift.
Cocoma, P., 2021. A Theory of Momentum Crashes.
Cocoma, P., Zhang, J., 2024. Efficiency Loss: The Hidden Cost of Passive Investors Governance.
Cocoma, P., 2023. Disagreement and Scheduled Announcements: Explaining the Pre-Announcement Drift.
Cocoma, P., 2021. A Theory of Momentum Crashes.
OFFICE HOURS
During the lecture period
By appointment available upon request via email.
Room
3.14
OFFICE HOURS
During the lecture period
By appointment available upon request via email.
Room
3.14