Vyacheslav (Slava) Fos

Assistant Professor of Finance

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Publications and Accepted papers

“A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Market Mean Reversion,” with Arik Kuznitz, Shmuel Kandel, European Economic Review, Volume 52, Issue 8, November 2008, Pages 1338-1352.

“Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings,”  with Vikas Agarwal and Wei Jiang, Management Science, Forthcoming

Working Papers

“Do Prices Reveal the Presence of Informed Trading?,” with Pierre Collin-Dufresne, NBER Working Paper No. 18452 , R&R Journal of Finance

“Insider Trading, Stochastic Liquidity, and Equilibrium Prices,” with Pierre Collin-Dufresne, NBER Working Paper No. 18451 , R&R Econometrica

“The Disciplinary Effects of Proxy Contests”

“The Real Effects of Share Repurchases,” with Heitor Almeida and Mathias Kronlund

“Does Management Ownership Have Negative Consequences? Evidence from a Natural Experiment,” with Brian Kim and Mathias Kronlund

Work in Progress

“Shareholder Democracy in Play: Career Consequences of Proxy Contests,” with Margarita Tsoutsoura

“Optimal Portfolio Management Incentive Contracts under Investor Unawareness of Risk Factors”