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.