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Oliver Boguth

Oliver Boguth

Assistant Professor
Finance

Department
Contact
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

Education
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.