Andrew Detzel, PhD, FRM

Assistant Professor of Finance

  • Research Interests

    • Asset Pricing

      Empirical Asset Pricing, Frictions, Macro Finance, Financial Econometrics

  • Select Publications

  • Working Papers

  • Awards

  • Presentations

    • Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios

      • University of Colorado Denver, Denver, CO, March, 2018

      Bitcoin: Predictability and Profitability by Technical Analysis

      • Washington University, St. Louis, MO, February, 2018

      There are Two Very Different Accruals Anomalies

      • Southern Finance Association, Key West, FL, November, 2017

      • Financial Management Association, Boston, MA, October, 2017

      • University of Colorado Denver Front Range Finance Seminar, Denver, CO, April, 2017

      The Dog has Barked for a Long Time: Dividend Growth is Predictable

      • Financial Management Association, Las Vegas, NV, October, 2016

      • World Finance Conference, New York, NY, July, 2016

      • University of Colorado Denver Front Range Finance Conference, Denver, CO, April, 2016

      Monetary Policy Surprises, Investment Opportunities, and Asset Prices

      • Blackrock, San Francisco, CA, January, 2016

      • American Finance Association, San Francisco, CA, January, 2016

      • EUROFIDAI December Paris Finance Meeting, Paris, France, December, 2015

      • Australia National University Research School of Finance, Actuarial Science and Statistics, Summer Research Camp, Murramarang, Australia, December, 2015

      • University of Colorado, Denver, CO, November, 2015

      • Financial Management Association 2015, Orlando, FL, October, 2015

      • Northern Finance Association Annual Meeting, Lake Louise, Alberta, Canada,

        September, 2015

      • Purdue University, West Lafayette, IN, November, 2014

      • University of Wyoming, Laramie, WY, November, 2014

      • University of Denver, Denver, CO, November, 2014

      • Colorado State University, Fort Collins, CO, October, 2014

      • University of Missouri, Columbia, Missouri, October, 2014

      The Asset Pricing Implications of Government Economic Policy Uncertainty

      • 2015 North American Winter Meeting of the Econometric Society (at the ASSA meetings). Boston, January, 2015

      • McGill Global Asset Management Conference. Montreal, June, 2013

      • WU Gutmann Center Symposium*, June, 2013

      • 12th Annual Darden International Finance Conference. Charlottesville, VA,

        April, 2013

      • NETSPAR: International Pension Workshop. Amsterdam, January, 2013

      • Becker Friedman Institute: Policy Uncertainty and Its Economic Implications*.

        University of Chicago, Chicago, IL, December, 2012

      • Australia National University Research School of Finance: Actuarial Studies and

        Applied Statistics Summer Camp*, December, 2012 (*Done by coauthor)

  • Select Discussions

    • UBC Winter Finance Conference, Whistler, BC, March 2018

      • What You See Is Not What You Get: The Costs of Trading Market Anomalies, by Andrew J. Patton and Brian M. Weller

This portfolio last updated: 06-May-2018 7:05 PM