Nicolas P. B. Bollen

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Nicolas P. B. Bollen
NicolasPBBollen.jpg
Nationality American
Alma mater Duke University
Occupation Academic
Years active Since 2001
Organization Owen Graduate School of Management at Vanderbilt University
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
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

  1. Bollen, Nicolas P. B.; Whaley, Robert E. (2002). Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?. SSRN. http://ssrn.com/abstract=319261.
  2. Busse, Jeffrey A.; Bollen, Nicolas P. B. (2001). On the Timing Ability of Mutual Fund Managers. SSRN. http://ssrn.com/abstract=245790.
  3. Pool, Veronika Krepely; Bollen, Nicolas P. B. (2007). Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution. SSRN. http://ssrn.com/abstract=1018663.
  4. Bollen, Nicolas P. B.; Pool, Veronika Krepely (2006). Conditional Return Smoothing in the Hedge Fund Industry. Journal of Financial and Quantitative Analysis: SSRN. http://ssrn.com/abstract=937990.
  5. Bollen, Nicolas P. B. (2006). A Screen for Fraudulent Return Smoothing in the Hedge Fund Industry. SSRN. http://ssrn.com/abstract=686137.
  6. Bollen, Nicolas P. B.; Whaley, Robert E. (2007). Hedge Fund Risk Dynamics: Implications for Performance Appraisal. SSRN. http://ssrn.com/abstract=937972.
  7. Bollen (2006). Mutual Fund Attributes and Investor Behavior. Journal of Financial and Quantitative Analysis: SSRN. http://ssrn.com/abstract=899382.
  8. Bollen, Nicolas P. B.; Whaley, Robert E.; Smith, Tom (2002). Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium. SSRN. http://ssrn.com/abstract=336242.

External links