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Oliver Boguth

Associate Professor
Faculty, TEMPE Campus, Mailcode 3906
Biography: 

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
  • Dipl. Wirtschaftsmathematiker, Universitaet Ulm, Germany 2004
Research Interests: 
  • Theoretical and Empirical Asset Pricing
  • Performance Evaluation and Asset Pricing Tests
  • Risk-Return Tradeoff in Dynamic Settings
  • Volatility and its Pricing Implications
  • Taxation, Portfolio Choice, and Asset Prices
Publications: 

Representative publications

  • "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
Summer 2022
Course NumberCourse Title
FIN 525Investment Strategies
FIN 790Reading and Conference
FIN 795Continuing Registration
FIN 799Dissertation
Spring 2022
Course NumberCourse Title
FIN 790Reading and Conference
FIN 792Research
FIN 799Dissertation
Fall 2021
Course NumberCourse Title
FIN 471SIM Fund
FIN 494Special Topics
FIN 580Practicum
FIN 591Seminar
FIN 781Theory of Finance
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 795Continuing Registration
FIN 799Dissertation
Summer 2021
Course NumberCourse Title
FIN 790Reading and Conference
FIN 795Continuing Registration
FIN 799Dissertation
Spring 2021
Course NumberCourse Title
FIN 790Reading and Conference
FIN 792Research
FIN 799Dissertation
Fall 2020
Course NumberCourse Title
FIN 781Theory of Finance
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 795Continuing Registration
FIN 799Dissertation
Summer 2020
Course NumberCourse Title
FIN 790Reading and Conference
FIN 795Continuing Registration
FIN 799Dissertation
Spring 2020
Course NumberCourse Title
FIN 783Empirical Asset Pricing
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 799Dissertation
Fall 2019
Course NumberCourse Title
FIN 781Theory of Finance
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 795Continuing Registration
FIN 799Dissertation
Summer 2019
Course NumberCourse Title
FIN 790Reading and Conference
FIN 795Continuing Registration
FIN 799Dissertation
Spring 2019
Course NumberCourse Title
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 799Dissertation
Fall 2018
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
FIN 781Theory of Finance
FIN 783Empirical Asset Pricing
FIN 790Reading and Conference
FIN 791Seminar
FIN 792Research
FIN 795Continuing Registration
FIN 799Dissertation
Editorships: 

Associate Editor, Journal of Empirical Finance