Phone: (615) 343-5029
Fax: (615) 343-7177
Nicolas P Bollen
Owen Graduate School of Management
401 21st Avenue South
Nashville, TN 37203
Primary Area of Interest: Investments
Professor Bollen's current research includes the performance of mutual funds and empirical analysis of the optimal design for securities and the markets on which they trade. Professor Bollen has also studied the valuation of derivative securities when underlying assets are governed by a regime-switching process. Applications of regime-switching derivatives include currency options and real options such as the ability to change capacity or production technology.