Andrea M Buffa

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

  • University of Colorado at Boulder - Leeds School of Business

SCHOLARLY PAPERS

11

DOWNLOADS

4,804

SSRN CITATIONS

54

CROSSREF CITATIONS

19

Scholarly Papers (11)

Actions:
Email selected abstracts
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 1,047 (35,901)
Citation 3

Abstract:

Loading...

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 806 (51,671)
Citation 3

Abstract:

Loading...

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

3.

Asset Management Contracts and Equilibrium Prices

Downloads 772 (54,727)
Citation 15

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 727 (58,505)
Citation 1

Abstract:

Loading...

Asset Management Contracts and Equilibrium Prices

NBER Working Paper No. w20480
Number of pages: 78 Posted: 15 Sep 2014 Last Revised: 18 Jun 2023
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 44 (686,831)
Citation 14

Abstract:

Loading...

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 (1,063,377)
  • Add to Cart

Abstract:

Loading...

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
Simona Abis, Andrea M Buffa, Apoorva Javadekar and Anton Lines
Columbia University - Columbia Business School, Finance, University of Colorado at Boulder - Leeds School of Business, Indian School of Business and Columbia Business School
Downloads 694 (63,435)
Citation 1

Abstract:

Loading...

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 397 (273,025)
Citation 1

Abstract:

Loading...

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: 02 Dec 2022
Andrea M Buffa and Idan Hodor
University of Colorado at Boulder - Leeds School of Business and Monash University
Downloads 372 (134,335)
Citation 13

Abstract:

Loading...

Asset management, Benchmarking, Spillovers, Comovement, Heterogenous investors

7.

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 244 (208,455)

Abstract:

Loading...

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

8.

Should Insider Trading be Prohibited when Share Repurchases are Allowed?

Downloads 237 (214,441)
Citation 2

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 237 (213,668)
Citation 2

Abstract:

Loading...

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:

Loading...

G18, G14, D82, K22

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 235 (216,265)

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

insider trading, asymmetric information, trading volume