Andrea M Buffa

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

10

DOWNLOADS

2,617

SSRN CITATIONS

7

CROSSREF CITATIONS

16

Scholarly Papers (10)

1.

A Theory of Model Sophistication and Operational Risk

Number of pages: 44 Posted: 26 Feb 2016 Last Revised: 24 May 2019
Suleyman Basak and Andrea M Buffa
London Business School and University of Colorado at Boulder - Leeds School of Business
Downloads 728 (40,405)
Citation 3

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Operational risk, model sophistication, risk exposure, risk management, market risk, model risk, Big Data, FinTech

2.

Insider Trade Disclosure, Market Efficiency, and Liquidity

Number of pages: 40 Posted: 08 Mar 2008 Last Revised: 19 Nov 2014
Andrea M Buffa
University of Colorado at Boulder - Leeds School of Business
Downloads 671 (45,085)
Citation 3

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corporate insider trading, market transparency, trade disclosure, market efficiency, liquidity

3.
Downloads 591 ( 53,203)
Citation 2

Asset Management Contracts and Equilibrium Prices

Boston U. School of Management Research Paper No. 2492529
Number of pages: 77 Posted: 08 Sep 2014 Last Revised: 21 Oct 2019
Andrea M Buffa, Dimitri Vayanos and Paul Woolley
University of Colorado at Boulder - Leeds School of Business, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 566 (55,509)
Citation 1

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Asset Management Contracts and Equilibrium Prices

NBER Working Paper No. w20480
Number of pages: 78 Posted: 15 Sep 2014
Andrea M Buffa, Dimitri Vayanos and Paul Woolley
University of Colorado at Boulder - Leeds School of Business, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 24 (592,542)

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Asset Management Contracts and Equilibrium Prices

CEPR Discussion Paper No. DP10152
Number of pages: 67 Posted: 25 Sep 2014
Andrea M Buffa, Dimitri Vayanos and Paul Woolley
University of Colorado at Boulder - Leeds School of Business, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 1 (780,682)
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asset pricing, delegated portfolio management, market anomalies, optimal contracts

Should Insider Trading be Prohibited when Share Repurchases are Allowed?

Number of pages: 32 Posted: 03 Mar 2007
Andrea M Buffa and Giovanna Nicodano
University of Colorado at Boulder - Leeds School of Business and University of Turin - Department ESOMAS
Downloads 219 (162,290)
Citation 2

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information trading, share repurchases, liquidity, disclosure

Should Insider Trading Be Prohibited When Share Repurchases are Allowed?

Review of Finance, Vol. 12, Issue 4, pp. 735-765, 2008
Posted: 27 Oct 2008
Andrea M Buffa and Giovanna Nicodano
University of Colorado at Boulder - Leeds School of Business and University of Turin - Department ESOMAS

Abstract:

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G18, G14, D82, K22

5.

Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices

Number of pages: 65 Posted: 18 Oct 2018 Last Revised: 21 Oct 2018
Andrea M Buffa and Idan Hodor
University of Colorado at Boulder - Leeds School of Business and Hebrew University
Downloads 116 (277,144)
Citation 11

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Asset pricing, Benchmarking, Money management, Comovement, Heterogenous agents, General equilibrium

6.

Optimal Delegated Contracting

Number of pages: 64 Posted: 28 Jun 2019 Last Revised: 15 Feb 2020
Andrea M Buffa, Qing Liu and Lucy White
University of Colorado at Boulder - Leeds School of Business, Boston University - Department of Finance & Economics and Centre for Economic Policy Research (CEPR)
Downloads 111 (285,858)
Citation 1

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delegation, private contracts, moral hazard, subcontracting, complementarities

7.

The Allocation of Talent Across Mutual Fund Strategies

Indian School of Business
Number of pages: 46 Posted: 14 Feb 2019 Last Revised: 11 May 2020
Andrea M Buffa and Apoorva Javadekar
University of Colorado at Boulder - Leeds School of Business and Indian School of Business
Downloads 100 (307,080)

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mutual funds, self-selection, stock picking, market timing, investors' learning, fund flows, fund performance, market volatility

8.

Decomposing Fund Activeness

Number of pages: 53 Posted: 12 May 2020 Last Revised: 02 Jan 2021
Andrea M Buffa and Apoorva Javadekar
University of Colorado at Boulder - Leeds School of Business and Indian School of Business
Downloads 81 (350,333)

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mutual funds, fund activeness, idiosyncratic risk, systematic risk, fund performance, active returns

9.

Strategic Risk Management with Externalities

Posted: 15 Mar 2012 Last Revised: 18 Nov 2014
Andrea M Buffa
University of Colorado at Boulder - Leeds School of Business

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10.

Strategic Insider Trading With Imperfect Information: a Trading Volume Analysis

Rivista di Politica Economica, Vol. 9, No. 12, 2004
Posted: 21 Mar 2006
Andrea M Buffa
University of Colorado at Boulder - Leeds School of Business

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insider trading, asymmetric information, trading volume