Sam Wylie

Samuel.Wylie@Dartmouth.edu



Curriculum Vitae

   
The Amos Tuck School of Business Email: samuel.wylie@dartmouth.edu
Dartmouth College Phone: +1 603 646 2842
100 Tuck Hall Fax: +1 603 646 1308
Hanover NH 03755 USA    


 
Personal Details Born:  12 October 1961, Darwin Australia
  Married: Two young children 
  Citizenship: Australian, UK Permanent Resident, Applicant for US permanent residence


 
Education 1999  PhD in Financial Economics

London Business School

  1992  Master of Economics Degree   Australian National University
  1985  Bachelor of Engineering Degree University of Western Australia


 
Employment 1997 - Present Assistant Professor, The Amos Tuck School of Business Administration
  1992  Economics Tutor Australian National University
  1986 - 1992 Australian Commonwealth Government


 
Awards & Honors
  • Institute of Quantitative Finance Research Grant 1999.
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  • Mercury Asset Management Doctoral Fellowship Award  1994, 1995.
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  • Overseas Research Students Award  1993, 1994.
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  • Salomon Brothers Doctoral Award  1993, 1994, 1995.
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  • Australian Commonwealth Postgraduate Study Award  1991.

  •  Research

    Research Interests
    • Causes and effects of the differences in incentives of private investors and institutional investors (fund managers). 
      My interest in the causes of differences in incentives includes: measurement of fund manager performance; how investors choose a fund manager; the relationship between performance and the flow of new money to managers; the relationship between portfolio performance and the value of investment management firms; fund management fees; 

      Interest in effects of differences in incentives: herding by fund managers; how investment management firms manage their 'portfolio of portfolios'; dynamic hedging by fund managers; net trade between private investors and institutional investors; tax effects on portfolio selection; momentum strategies; the effects of mutual fund flows on asset prices; and asset price dynamics.

    Working Papers
  • Tests of the Accuracy of Herding Measures (1999) 
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  • Hiring and Firing Fund Managers (1999)
  • Book Chapters
  • Wylie, Samuel V.,1999, Financial Markets and the Rise of Delegated Portfolio Management, in Shri Bagwhan Dahiya, ed.: The Current State of Business Disciplines (Spellbound, Rohtak).
  • Dissertation
  • Essays on the Decisions of Investors and Fund Managers 
  • Other Publications
  • Annual Report of The Institutional Fund Managers Association 1995 and 1996.
  • Work in Progress
  • Performance measurement by Bayesian scoring 
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  • Dynamics of fund manager bets
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  • Portfolio Performance and the Stock Market Value of Mutual Fund Sponsors
  • Conference Presentations
  • American Finance Association, Jan 1997, Tests of the Accuracy of Herding Measures: Using UK data
  • Conference Discussant 
  • Financial Management Association Meeting, Chicago, October 1998.
  • Referee for:
  • Managerial and Decision Economics
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  • The Journal of Futures Markets

  • Teaching

    Courses Taught
  • Managerial Economics
  • Core course in the Tuck MBA program

     
  • Management of Financial Institutions
  • Second year elective in the Amos Tuck School MBA Program

     
  • Corporate Finance
  • Core course in the Thayer School MEM Program


    Consulting

      Consulting for The Institutional Fund Managers Association

    Johnson Fry Pension Fund Consulting