Andrea M Buffa

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

11

DOWNLOADS

4,022

SSRN CITATIONS

6

CROSSREF CITATIONS

19

Scholarly Papers (11)

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 911 (38,378)
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 761 (48,849)
Citation 3

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

3.
Downloads 736 ( 51,142)
Citation 2

Asset Management Contracts and Equilibrium Prices

Boston University Questrom School of Business Research Paper No. 2492529
Number of pages: 94 Posted: 08 Sep 2014 Last Revised: 30 Jun 2022
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 702 (53,685)
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 Last Revised: 18 Jun 2022
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 33 (653,656)

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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 (977,675)
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asset pricing, delegated portfolio management, market anomalies, optimal contracts

4.

Learning from Prospectuses

Number of pages: 54 Posted: 15 Jun 2021 Last Revised: 24 Oct 2022
Columbia University - Columbia Business School, Finance, University of Colorado at Boulder - Leeds School of Business, Indian School of Business and Columbia Business School
Downloads 483 (87,100)
Citation 1

Abstract:

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mutual funds, fund prospectus, information disclosure, fund benchmarks, machine learning

5.

Providing Incentives with Private Contracts

Number of pages: 65 Posted: 28 Jun 2019 Last Revised: 16 Mar 2022
Andrea M Buffa, Qing Liu and Lucy White
University of Colorado at Boulder - Leeds School of Business, City University of Hong Kong (CityU) and Centre for Economic Policy Research (CEPR)
Downloads 283 (273,025)
Citation 1

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privacy, private contracting, team, delegation, moral hazard, complementarities, pay transparency, bank syndicates, venture capital, organizational design, outsourcing

6.

Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices

Number of pages: 88 Posted: 18 Oct 2018 Last Revised: 08 Nov 2022
Andrea M Buffa and Idan Hodor
University of Colorado at Boulder - Leeds School of Business and Monash University
Downloads 269 (166,000)
Citation 13

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Asset management, Benchmarking, Spillovers, Comovement, Heterogenous investors

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 222 (199,650)
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

8.

Decomposing Fund Activeness

Number of pages: 55 Posted: 12 May 2020 Last Revised: 30 Jun 2022
Andrea M Buffa and Apoorva Javadekar
University of Colorado at Boulder - Leeds School of Business and Indian School of Business
Downloads 189 (233,530)

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mutual funds, fund activeness, idiosyncratic activeness, fund performance, managerial skill, decreasing returns to scale, smart-beta

9.

A Signaling Theory of Mutual Fund Activeness

Indian School of Business
Number of pages: 46 Posted: 14 Feb 2019 Last Revised: 30 Jun 2022
Andrea M Buffa and Apoorva Javadekar
University of Colorado at Boulder - Leeds School of Business and Indian School of Business
Downloads 168 (255,925)

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signaling, self-selection, mutual funds, tracking error, investors' learning, fund flows, fund performance

10.

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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11.

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