Matthijs Breugem

I investigate how institutional investors collect information, choose their portfolios, and how they should be compensated. I teach Asset Pricing, Risk Management and Corporate Finance.

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 A. Buss), forthcoming Review of Financial Studies
• 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)