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