W. P. Carey School of Business
W. P. Carey School of Business

W. P. CareyDirectory

Find by:
Names (A-Z)
Departments

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
Oliver Boguth

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
Theoretical and empirical asset pricing, Performance evaluation, Mutual funds, Investor information and conditional asset pricing tests, Risk-return tradeoff in dynamic settings, Volatility and its pricing implications

Current Projects

"Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia", with Murray Carlson, Adlai Fisher, and Mike Simutin  

"Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking", with Mike Simutin 

"Dissecting Conglomerates", with Ran Duchin and Mike Simutin 

"Coordinating Attention: The Unintended Consequences of FOMC Press Conferences", with Vincent Grégoire and Charles Martineau 

Representative Publications

"Heterogeneous Information Diffusion and Horizon Effects in Average Returns", with Murray Carlson, Adlai Fisher, and Mike Simutin, Review of Financial Studies, forthcoming 

"Idiosyncratic Cash Flows and Systematic Risk", with Ilona Babenko and Yuri Tserlukevich. Journal of Finance 71, 2016, 425-456 

“Consumption Volatility Risk”, with Lars-Alexander Kuehn. Journal of Finance 68, 2013, 2589-2615.

"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.

 

 

 

 

 

 


W. P. Carey School of Business

400 E. Lemon St.
Tempe, AZ 85287