Nicolas P. B. Bollen
Nicolas P. B. Bollen | |
---|---|
Nationality | American |
Alma mater | Duke University |
Occupation | Academic |
Years active | Since 2001 |
Organization | Owen Graduate School of Management at Vanderbilt University |
Known for | Hedge funds Mutual funds |
Website | Bollen at Vanderbilt |
Nicolas P. B. Bollen is the E. Bronson Ingram Research Professor in Finance at the Owen Graduate School of Management at Vanderbilt University. Research interests include hedge funds, mutual fund performance, empirical market microstructure, and option valuation.
Papers
Bollen is the author/co-author of the following most cited papers.
Year | Study |
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2002 | Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? [1] |
2001 | On the Timing Ability of Mutual Fund Managers[2] |
2007 | Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution[3] |
2006 | Conditional Return Smoothing in the Hedge Fund Industry[4] |
2006 | A Screen for Fraudulent Return Smoothing in the Hedge Fund Industry[5] |
2007 | Hedge Fund Risk Dynamics: Implications for Performance Appraisal[6] |
2006 | Mutual Fund Attributes and Investor Behavior[7] |
2002 | Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium[8] |
See also
References
- ↑ Bollen, Nicolas P. B.; Whaley, Robert E. (2002). Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?. SSRN.
- ↑ Busse, Jeffrey A.; Bollen, Nicolas P. B. (2001). On the Timing Ability of Mutual Fund Managers. SSRN.
- ↑ Pool, Veronika Krepely; Bollen, Nicolas P. B. (2007). Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution. SSRN.
- ↑ Bollen, Nicolas P. B.; Pool, Veronika Krepely (2006). Conditional Return Smoothing in the Hedge Fund Industry. Journal of Financial and Quantitative Analysis: SSRN.
- ↑ Bollen, Nicolas P. B.; Pool, Veronika Krepely (2006). A Screen for Fraudulent Return Smoothing in the Hedge Fund Industry. SSRN.
- ↑ Bollen, Nicolas P. B.; Whaley, Robert E. (2007). Hedge Fund Risk Dynamics: Implications for Performance Appraisal. SSRN.
- ↑ Bollen, Nicolas P. B. (2006). Mutual Fund Attributes and Investor Behavior. Journal of Financial and Quantitative Analysis: SSRN.
- ↑ Bollen, Nicolas P. B.; Whaley, Robert E.; Smith, Tom (2002). Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium. SSRN.
External links
- Home page
- Author page, Academic search (beta)
- Authors page, SSRN