Nicolas P.B. Bollen

Owen Graduate School of Management
401 21st Avenue South
Nashville, TN 37203
nick.bollen@owen.vanderbilt.edu
office: 615.343.5029
fax: 615.343.7177


Research Stories - these are roughly in chronological order

  1. Option pricing in regime-switching models

  2. Daily mutual fund performance

  3. Hedge fund misreporting: Conditional smoothing

  4. Hedge fund misreporting: Avoiding reporting losses