Benjamin Golez is an Assistant Professor of Finance at the University of Notre Dame where he teaches Investment Theory. He joined ND in 2011 after receiving a Ph.D. and MSc. degree in Finance from the Universitat Pompeu Fabra (Barcelona, Spain). Benjamin’s primary research interests are asset pricing, derivatives, and delegated portfolio management. In his current work he uses information about dividends implied in derivatives markets to analyze the importance of changes in expected dividends for fluctuations in prices. He also studies the impact of derivatives trading on the price of the underlying asset and agency problems in the mutual funds industry. Benjamin holds a Bachelor’s degree in Economics from the University of Ljubljana (Slovenia).
AREAS OF EXPERTISE
- Asset pricing, derivatives, and delegated portfolio management
- BA, The University of Ljubljana
- MS, Universitat Pompeu Fabra
- Ph D, Universitat Pompeu Fabra
"Expected returns and dividend growth rates implied by derivative markets,"
Review of Financial Studies, 27, March, 2014, 790-822.
"Pinning in the S&P 500 futures,"
(with Jens Carsten Jackwerth),
Journal of Financial Economics, 106, December, 2012, 566-585.
Jose M. Marin,
American Finance Association Annual Meeting, Chicago, "Price support in the stock market," (January 2012).
"Has cash flow become less important? A tale of two periods reexamined."
Jens C. Jackwerth,
"Libor manipulation: Qui bono?"
Jose M. Marin,
"Price support by bank-affiliated mutual funds."