Oliver Boguth is an associate professor of finance in the W. P. Carey School of Business at Arizona State University. He joined ASU in 2010. His research examines theoretical and empirical asset pricing, performance evaluation, mutual funds, as well as volatility and its pricing implications. He teaches Security Analysis and Portfolio Management (FIN 421), Portfolio Engineering (FIN 494/591), Theory of Finance (FIN 781) and Empirical Asset Pricing (FIN 783). He is also an associate editor for the Journal of Empirical Finance.
Education
Ph.D. Finance, University of British Columbia, Canada 2010
M.Sc. Mathematical Finance, University of Southern California 2004
"Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences", with Vincent Gregoire and Charles Martineau, Journal of Financial and Quantitative Analysis, forthcoming
"Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking", with Mike Simutin, Journal of Financial Economics 127, 2018, 325-341
"Heterogeneous Information Diffusion and Horizon Effects in Average Returns", with Murray Carlson, Adlai Fisher, and Mike Simutin, Review of Financial Studies 29, 2016, 2241-2281
"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.
Research Activity
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)
Dissecting Conglomerates (with Ran Duchin and Mike Simutin)
Tax-Timing Options and the Demand for Idiosyncratic Volatility (with Luke Stein)
The Fragility of Organization Capital (with David Newton and Mikhail Simutin)
Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of Stock Returns
