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Oliver Boguth

Oliver Boguth

Assistant Professor

Office:BAC 581
Mailing Address:
Main Campus
PO BOX 873906
Tempe, AZ 85287-3906

Phone: 480-965-7961
Fax: 480-965-8539
Email: Oliver.Boguth@asu.edu

View Vita

Personal Website

Ph. D., University of British Columbia, 2010, M. Sc. Mathematical Finance, University of Southern California, 2004, Dipl. Wirtschaftsmathematiker, Universitaet Ulm, 2004

Research Areas
Asset Pricing; Performance Evaluation; and Mutual Fund Performance

Current Projects
“Volatility Timing, Alpha, and Momentum", with Murray Carlson, Adlai Fisher, and Mikhail Simutin

“On the Conditional Information in Lagged Investment,” with Lars-Alexander Kuehn

“Do Jumps Matter for Asset Pricing?" with Lars-Alexander Kuehn

“Estimating Growth Opportunities from Stock Returns: How much Momentum should we expect?"


Career and Recent Professional Awards; Teaching Awards
CIBC Asset Management Scholarship in Finance, 2006-2007

Representative Publications
“Consumption Volatility Risk” with Lars-Alexander Kuehn. Journal of Finance, 2013, forthcoming.

"Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas" with Murray Carlson, Adlai Fisher, and Mike Simutin, Journal of Financial Economics, 2011, 102, 363-389.