معرفی
Oliver Boguth is an Associate Professor of Finance at the W. P. Carey School of Business, Arizona State University (ASU), where he has been since 2010. He holds editorial roles as an Associate Editor for the Journal of Empirical Finance. His research focuses on theoretical and empirical asset pricing, performance evaluation, mutual funds, volatility dynamics, taxation, and portfolio choice. He is known for exploring how market inefficiencies arise from factors like leverage constraints, information diffusion delays, and central bank communication effects.
Education
- Ph.D. in Finance, University of British Columbia, Canada (2010)
- M.Sc. in Mathematical Finance, University of Southern California (2004)
- Dipl. Wirtschaftsmathematiker, Universität Ulm, Germany (2004)
Research Interests
Boguth’s research interests span theoretical and empirical asset pricing, performance evaluation methodologies, and the role of volatility in financial markets. He investigates topics such as the risk-return tradeoff in dynamic environments, mutual fund strategies, and how taxation policies influence portfolio decisions. His work often addresses the implications of information asymmetry and arbitrage limitations on market outcomes.
Publications Trends
His recent articles emphasize FOMC announcement effects, term structure of equity risk premia, and organizational capital fragility. These studies highlight the interplay between market structure, institutional behavior, and systemic risk. Boguth frequently collaborates with scholars like Murray Carlson, Mikhail Simutin, and David Newton to advance understanding in conditional asset pricing and volatility.
