Andrea M. Buffa

Boston University - Department of Finance & Economics

Assistant Professor of Finance

Questrom School of Business

595 Commonwealth Avenue

Boston, MA 02215

United States

http://sites.google.com/site/andreabuffa/

SCHOLARLY PAPERS

9

DOWNLOADS

2,185

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (9)

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 Boston University - Department of Finance & Economics
Downloads 630 (42,973)
Citation 1

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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
Boston University - Department of Finance & Economics
Downloads 622 (43,693)
Citation 3

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

3.
Downloads 536 ( 52,895)
Citation 1

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
Boston University - Department of Finance & Economics, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 514 (55,170)

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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
Boston University - Department of Finance & Economics, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 21 (553,361)

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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
Boston University - Department of Finance & Economics, London School of Economics and London School of Economics & Political Science (LSE)
Downloads 1 (708,084)
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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
Boston University - Department of Finance & Economics and Collegio Carlo Alberto, Università di Torino
Downloads 214 (147,723)
Citation 1

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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
Boston University - Department of Finance & Economics and Collegio Carlo Alberto, Università di Torino

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
Boston University - Department of Finance & Economics and Hebrew University
Downloads 72 (336,365)
Citation 5

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

6.

The Allocation of Talent Across Mutual Fund Strategies

Number of pages: 56 Posted: 14 Feb 2019 Last Revised: 19 Dec 2019
Andrea M. Buffa and Apoorva Javadekar
Boston University - Department of Finance & Economics and Indian School of Business
Downloads 59 (373,152)

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

7.

Optimal Delegated Contracting

Number of pages: 64 Posted: 28 Jun 2019 Last Revised: 15 Feb 2020
Andrea M. Buffa, Qing Liu and Lucy White
Boston University - Department of Finance & Economics, Boston University - Department of Finance & Economics and Centre for Economic Policy Research (CEPR)
Downloads 52 (395,823)

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delegation, private contracts, moral hazard, subcontracting, complementarities

8.

Strategic Risk Management with Externalities

Posted: 15 Mar 2012 Last Revised: 18 Nov 2014
Andrea M. Buffa
Boston University - Department of Finance & Economics

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9.

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
Boston University - Department of Finance & Economics

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insider trading, asymmetric information, trading volume