English / Magyar  

 


 

V E R O N I K A   K R E P E L Y   P O O L

Associate Professor & Gregg T. and Judith A. Summerville Chair of Finance

Indiana University

1309 E. Tenth Street

Bloomington, IN 47405

Phone: 812.855.9714

Fax: 812.855.5875

Email: _vkpool at indiana..eduu

 

      

EDITORIAL EXPERIENCE

 

 :: Associate editor, Review of Financial Studies (2018- )

 :: Associate editor, Management Science (2018- )

 

PUBLICATIONS AND FORTHCOMING ARTICLES

 

 :: Do Shocks to Personal Wealth Affect Risk Taking in Delegated Portfolios? (with Noah Stoffman, Scott Yonker, and Hanjiang Zhang, Review of Financial Studies, forthcoming)

               DOWNLOAD PAPER

 :: It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans  (with Clemens Sialm and Irina Stefanescu, Journal of Finance 71, 1779-1812, 2016)

               DOWNLOAD PAPER

:: The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios (with Noah Stoffman and Scott Yonker, Journal of Finance 70, 2679-2733, 2015)

                   DOWNLOAD PAPER

:: Conflicting Family Values in Mutual Fund Families (with Utpal Bhattacharya and Jung Hoon Lee, Journal of Finance 68, 173-200, 2013) 

               DOWNLOAD PAPER

:: Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud (with Nick Bollen, Review of Financial Studies 25, 2673-2702, 2012) 

               DOWNLOAD PAPER

:: No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice (with Noah Stoffman and Scott Yonker, Review of Financial Studies 25, 2563-2599, 2012)  

                   DOWNLOAD PAPER

:: Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution (with Nick Bollen, Journal of Finance 64, p. 2257-2288, 2009)

      DOWNLOAD PAPER

:: Conditional Return Smoothing in the Hedge Fund Industry (with Nick Bollen, Journal of Financial and Quantitative Analysis 43, p. 267-298, 2008 (lead article))   

               DOWNLOAD PAPER

:: Failure to Exercise Call Options: An Anomaly and a Trading Game (with Hans Stoll and Robert Whaley, Journal of Financial Markets 11, p. 1-35, 2008 (lead article)) 

               DOWNLOAD PAPER

 

BACKGROUND

 

PhD in Finance, Vanderbilt University, 2006

            (co-chairs: Hans Stoll and Clifford Ball)

 

MEDIA CITES

 

:: Wall Street Journal: DO 401(K) PROVIDERS FAVOR THEIR OWN FUNDS? by Andrew Blackman, 7/04/2016         

          :: Forbes: IS YOUR 401(K) FUND LINE-UP BIASED by Ashlea Ebeling, 8/18/2015

:: Wall Street Journal: FUND PROS WHO LIVE TOGETHER, BUY TOGETHER by Chris Gay, 2/08/2015 

:: MarketWatch: WHY BAD FUNDS STAY IN YOUR 401(K) by Matthew Heimer, 2/13/13

:: Wall Street Journal: WEEK IN IDEAS: TRUSTY TRUSTEES by Daniel Akst, 2/8/13

:: USnews.com: 401(K) PLAN TRUSTEE CONFLICTS ALLEGED by Philip Moeller, 2/8/13

:: Financial Times: SOMETHING FOR THE WEEKEND by Linda Anderson, 11/19/10

:: The Economist: HEDGE FUND NUMBERS, Buttonwood, 10/12/09

:: Forbes: MONTHLY MIRACLES by Daniel Fisher, 12/10/07

:: Wall Street Journal: PRICING TACTICS OF HEDGE FUNDS UNDER SPOTLIGHT by D. Reilly and G. Zuckerman, 10/9/07

 

CONFERENCE AND SEMINAR INVITATIONS     

Western Finance Association Meeting (WFA) (discussant), 2018

GSU-CEAR Finance Conference, Recent Advances in Portfolio Management (discussant), 2018

University of Massachusetts, Amherst, invited seminar, 2018

AFA, Philadelphia, PA (session chair, discussant), 2018

Texas A&M, invited seminar, 2017

University of Illinois at Urbana-Champaign, invited seminar, 2017

Erasmus University, Rotterdam, the Netherlands, invited seminar, 2017

Tilburg University, Tilburg, the Netherlands, invited seminar, 2017

University of Oregon Summer Finance Conference (discussant), 2017

China International Conference in Finance, Shanghai, China (session chair, discussant), 2017

FMA Europe (conference co-chair), Lisbon, Portugal, 2017

Cornell University, invited seminar, 2017

AFA, Chicago, IL (session chair), 2017

AIM Investment Conference, UT Austin (discussant), 2016

FIRS, Lisbon, Portugal (discussant), 2016

Association of Financial Economists (AFE), San Francisco, CA, 2016

Baruch College, invited seminar, 2015

Nanyang Technological University, Singapore, invited seminar, 2015

Hong Kong University of Science and Technology, invited seminar, 2015

Chinese University of Hong Kong, invited seminar, 2015

Hong Kong University, invited seminar, 2015

Swiss Finance Institute, Lugano, Switzerland, invited seminar, 2015

University of Mannheim, Germany, invited seminar, 2015

Brigham Young University, invited seminar, 2015

European Finance Association Meeting (EFA) (discussant), Vienna, Austria, 2015

Recent Advances in Mutual Fund Research Conference, Berlin, Germany, 2015

Magyar Tudomnyos Akadmia KTI Nyri Műhely, Budapest, Hungary, 2015

Western Finance Association Meeting (WFA), Seattle, WA, 2015

FIRS, Reykjavik, Iceland, 2015

SFS Cavalcade, Atlanta, GA, 2015

New Frontiers in Finance: Options and Volatility (discussant), Vanderbilt University, Nashville, TN, 2015

TIAA-CREF/Wharton Conference on Innovations in Retirement, Washington, DC, 2015

Rice University, invited seminar, 2015

Southern Methodist University, invited seminar, 2015

Drexel University, invited seminar, 2014

Conference on Household Finance, Swedish House of Finance, Stockholm, Sweden, 2014

University of Michigan Mitsui Symposium (discussant), 2014

University of Kentucky, invited seminar, 2014

SFS Cavalcade (discussant), Washington, DC, 2014

American Finance Association (AFA) Meeting, Philadelphia, PA, 2014

CFEA 2013 Conference at UNC, Chapel Hill, NC, 2013

NBER - Personal Retirement Challenges, Boston, MA, 2013

Arizona State University, invited seminar, 2013

European Finance Association (EFA) Meeting (discussant), Cambridge, England, 2013

Conference on Recent Advances in Mutual Fund Research, Berlin, Germany, 2013

China International Conference in Finance (session chair), Shanghai, China, 2013

FIRS Conference, Dubrovnik, Croatia, 2013

SFS Cavalcade, Miami, FL, 2013

University of Missouri at Columbia, invited seminar, 2013

McMaster University, Canada, invited seminar, 2013

University of Alabama, invited seminar, 2013

American Economic Association (AEA) Annual Meeting, San Diego, CA, 2013

Conference on Retirement Research, Nova Business School, Lisbon, Portugal, 2012

Michigan State FCU Conference, East Lansing, MI, 2012

European Finance Association (EFA) Meeting (session chair & discussant), Copenhagen, Denmark, 2012

Western Finance Association Meeting (WFA) (session chair), Las Vegas, NV, 2012

Early Career Women in Finance, Las Vegas, NV, 2012

People and Money, DePaul Behavioral Mini-Conference, Chicago, IL, 2012

ICI and AIM Investment Center Conference, University of Texas at Austin, TX, 2011

Fidelity (Annual Quant Meeting), Boston, MA, 2011

Stockholm School of Economics, Stockholm, Sweden, invited seminar, 2011

FIRS Conference, Sydney, Australia, 2011

Texas Christian University, invited seminar, 2011

University of Illinois at Urbana-Champaign, invited seminar, 2010

IU-Notre Dame-Purdue Finance Symposium, 2010

Corvinus University, Budapest, Hungary, invited seminar, 2010

Virgina Tech, invited seminar, 2010

Penn State University, invited seminar, 2009

Chinese University of Hong Kong, invited seminar, 2009

Hong Kong University, invited seminar, 2009

Jiao Tong University, Shanghai, China, invited seminar, 2009

Washington University at St. Louis, invited seminar, 2008

Western Finance Association (WFA), Waikoloa, Hawaii, 2008

Frank Batten Young Scholars Conference, College of William and Mary, Williamsburg, VA, 2008

IU-Notre Dame-Purdue Finance Symposium, 2007

Western Finance Association (WFA), Keystone, Colorado, 2006

Frank Batten Young Scholars Conference, College of William and Mary, Williamsburg, VA, 2006

Indiana University, invited seminar, 2006

University of Arizona, invited seminar, 2006

University of Kentucky, invited seminar, 2006

Clemson University, invited seminar, 2006

Miami University, invited seminar, 2005

Doctoral Consortium, Financial Management Association, 2005        

 

GRANTS AND HONORS

 

          Associated Research Fellow, Swedish House of Finance, Stockholm School of Economics, 2017-

          Finalist for the 2017 TIAA Paul A. Samuelson Award ('It pays to set the menu: Mutual fund investment options in 401(k) plans')

          Gregg T. and Judith A. Summerville Chair of Finance, 2016-

          TIAA-CREF/Wharton PRC-Boettner Grant (with Clemens Sialm and Irina Stefanescu), 2014

          ArcelorMittal Undergraduate Finance Faculty Fellowship, Indiana University, 2014-2016

          Netspar Research Grant (with Clemens Sialm and Irina Stefanescu), 2010

          3M Junior Faculty Fellowship, Indiana University, 2008-2010

          NYSE award for PhD candidates, WFA, 2006

   

 

TEACHING

 

          Spring sections of Intermediate Investments (DOWNLOAD SYLLABUS)

 

NATIONALITY

          Hungarian