Matthijs Breugem

Assistant Professor

EDUCATION

PhD in Finance, INSEAD, 2015

RESEARCH INTERESTS

Asset Pricing, Information in Financial Markets, High Frequency Trading

TEACHING

Portfolio Choice and Asset Pricing

SELECTED WORKS

  • Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency¬† (with Adrian Buss), NBER Working Paper No. 23561
  • On the Dispersion of Skill and Size in Portfolio Management:Multi-Agent Dynamic Equilibrium with Endogenous Information, Working Paper
  • Optimal benchmarking with delegated information choice, Working Paper (with Adrian Buss)