Prof. Vikas Agarwal, Ph.D.
Vikas Agarwal is Bank of America Distinguished Chair and Professor of Finance at Georgia State University's J. Mack Robinson College of Business. Vikas received his Ph.D. in finance from the London Business School. He is a Research Fellow at the Centre for Financial Research, University of Cologne, Germany. He also holds a Research Associate position at EDHEC Risk and Asset Management Center, France. He currently serves as a Director on the board of the Southeastern Hedge Fund Association and on the academic advisory council of Decatur Capital Management.
His broad areas of research interest include investments and asset pricing. He has done extensive research on various issues related to institutional investors such as hedge funds and mutual funds. His research on hedge funds includes characterization of their risks, performance evaluation, determinants of money flows and risk-taking behavior, mutual funds mimicking hedge fund strategies, impact of managerial incentives and flexibility on performance, end-of-the-year returns management, self-reporting and delisting biases, portfolio disclosure issues, lending by hedge funds to corporations, higher moment and tail risks, liquidity spillovers from fund of hedge fund investments, side-by-side management of hedge funds and funds of hedge funds, institutional investment and intermediation. His research on mutual fund focuses on window dressing, portfolio disclosure, and multitasking by portfolio managers. His research has been published both in academic and practitioner journals including Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Management Science, Journal of Economic Dynamics & Control, Journal of Empirical Finance, Review of Derivatives Research, Journal of Investment Management, Journal of Alternative Investments, Foundations and Trends in Finance, and Journal of Asset Management. His research has been cited and discussed in the financial press and magazines including Euromoney, Financial Times, Forbes, International Herald Tribune, New York Times, and The Wall Street Journal.