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Oliver Boguth
Diplom (Ulm), M.Sc. (USC)
Ph.D. Candidate
| Office:
| Henry Angus 873 C | | Phone:
| +1-604-822-2032 | | Fax:
| +1-604-822-4695 | | Email:
| <
oliver.boguth at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Research interests include both theoretical and empirical asset pricing. In particular, the risk-return tradeoff in dynamic settings, volatility and its implications for asset pricing, as well as questions concerning investors information and conditional asset pricing tests.
Teaching
Theory of Finance (COMM 371)
Working Papers
Oliver Boguth
“Stochastic Idiosyncratic Volatility and the Cross-Section of Expected Stock Returns” (2009)
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Oliver Boguth,
Murray Carlson,
Adlai Fisher,
and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)
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Oliver Boguth
and Lars-Alexander Kuehn
“Consumption Volatility Risk” (2009)
Awards, Recognitions, and Relations
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2007 - University Graduate Fellowship, UBC
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2006 - CIBC Asset Management Scholarship in Finance
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