Emeritus Professor, Economics

PhD in Economics, University of California-Berkeley

MA in Statistics, University of California-Berkeley

BA in Economics, University of California-Berkeley

Fellow - American Statistical Association, 2003

Fellow - Econometric Society, 1985

O'Doherty, M., Savin, N., & Tiwari, A. (In Press). (2016). Hedge Fund Replication: A Model Combination Approach. Review of Finance. (Forthcomin).

O'Doherty, M., Savin, N., & Tiwari, A. (2016). Evaluating Hedge Funds With Pooled Benchmarks. Management Science. 62 (1) pp. 69-89.

Savin, N. E. (2015). Papers with John. Journal of Time Series of Analysis. 36 (5) pp. 663-671.

O'Doherty, M., savin, N. E., & Tiwari, A. (2012). Modeling the Cross Section of Stock Returns: A Model Pooling Approach. Journal of Financial and Quantitative Analysis. 47 (6) pp. 1331-1360.

Nankervis, J. C. & Savin, N. (2012). Testing for Uncorrelated Errors in ARMA Models: Nonstandard Andrews-Ploberger Test. Econometrics Journal. 15 pp. 516-534.

Savin, N. & Nankervis, J. C. (2010). Testing for Serial Correlation: Generalized Andrews-Ploberger Tests. Journal of Business and Economic Statistics. pp. 9.

Savin, N., Ray, S., & Tiwari, A. (2009). Testing the CAPM Revisited. Journal of Empirical Finance. 16 (5) pp. 721-733.

Savin, N. & Ray, S. (2008). Heteroskedasticity and Autocorrelation Robust Tests: A Monte Carlo Study with an Application to the Three-Factor Asset Pricing Model. Journal of Applied Econometrics. 23 pp. 91-109.

Savin, N., Robertson, J. L., Preisler, H. K., & Russell, R. M. (2007). Pesticide Bioassays with Arthropods, Second Edition CRC Press, Inc.

Savin, N., Weller, P., & Zvingelis, J. (2006). The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market. Journal of Financial Econometrics. 5 (1000) pp. 1-23.

Cederburg, S., O'Doherty, M., Savin, N., & Tiwari, A. (2016). Conditional Benchmarks and the Identification of Skill in Active Management.