Jim Campasano studies empirical asset pricing with a focus on options. Currently he is examining how the term structure of implied volatility impacts the pricing and returns of equities and equity options.


  • PhD Finance, University of Massachusetts Amherst
  • JD, Vanderbilt University School of Law
  • BA Economics, Harvard University, Cum Laude

Selected Publication

  • Simon, David P., and Jim Campasano. “The VIX futures basis: Evidence and trading strategies.” The Journal of Derivatives 21, no. 3 (2014): 54-69.
  • Jim Campasano. “Portfolio Strategies for Volatility Investing.” The Journal of Alternative Investments 24, no. 1 (2021): 43-60.
  • Jim Campasano. “Mitigating Risk with Conditional Option Strategies.” Forthcoming in The Journal of Alternative Investments.

Research and Teaching Interests

Jim Campasano's research and teaching focus on modeling, investments, and empirical asset pricing, with an emphasis on options.

Industry and Academic Experience

Prior to Northeastern, Campasano was an assistant professor at Kansas State University. Before entering academia, Campasano worked as an options trader on the sell side and a portfolio manager for multi-strategy hedge funds.