Boulder, CO 80309-0419
United States
University of Colorado at Boulder - Leeds School of Business
Operational risk, model sophistication, risk exposure, risk management, market risk, model risk, Big Data, FinTech
mutual funds, fund prospectus, information disclosure, fund benchmarks, machine learning
corporate insider trading, market transparency, trade disclosure, market efficiency, liquidity
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asset pricing, delegated portfolio management, market anomalies, optimal contracts
Teams, delegation, private contracts, privacy, incentives, effort complementarity, externalities, banking syndicates, pay transparency, outsourcing, production networks
Volatility disagreement, volatility trading, volatility derivatives market, variance swaps, variance risk premium, leverage effect, equilibrium asset prices
Asset management, Benchmarking, Spillovers, Comovement, Heterogenous investors
signaling, self-selection, mutual funds, tracking error, investors' learning, fund flows, fund performance
mutual funds, fund activeness, idiosyncratic activeness, fund performance, managerial skill, decreasing returns to scale, smart-beta
information trading, share repurchases, liquidity, disclosure
G18, G14, D82, K22
ESG Investment, Mutual Funds
insider trading, asymmetric information, trading volume
