Boulder, CO 80309-0419
University of Colorado at Boulder - Leeds School of Business
Operational risk, model sophistication, risk exposure, risk management, market risk, model risk, Big Data, FinTech
corporate insider trading, market transparency, trade disclosure, market efficiency, liquidity
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asset pricing, delegated portfolio management, market anomalies, optimal contracts
information trading, share repurchases, liquidity, disclosure
G18, G14, D82, K22
Asset pricing, Benchmarking, Money management, Comovement, Heterogenous agents, General equilibrium
delegation, private contracts, moral hazard, subcontracting, complementarities
mutual funds, self-selection, stock picking, market timing, investors' learning, fund flows, fund performance, market volatility
mutual funds, fund activeness, idiosyncratic risk, systematic risk, fund performance, active returns
insider trading, asymmetric information, trading volume
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