Nicolas P.B. Bollen

Nicolas P.B. Bollen is a Professor of Finance at the Owen Graduate School of Management, Vanderbilt University. His research focuses on hedge funds, particularly analyzing risk exposures, return reporting practices, and fraudulent activities. He has been recognized with the Owen Research Productivity Award and Research Impact Award.

Education: Ph.D. in Finance from Duke University (1997), MBA from Duke University (1993), B.A. in Physics from Cornell University (1988).

Research Interests:

• Time-variation in hedge fund risk exposures
• Return reporting methodologies and fraud detection
• Private equity valuation and liquidity

Key Contributions:

• Analysis of hedge fund performance persistence and market neutrality
• Studies on mutual fund investor behavior and trading costs
• Development of frameworks to evaluate fund manager skill and market timing ability

Grants & Labs: Not explicitly detailed in the provided text.