8
H index
8
i10 index
679
Citations
Imperial College | 8 H index 8 i10 index 679 Citations RESEARCH PRODUCTION: 10 Articles 4 Papers 1 Books RESEARCH ACTIVITY: 17 years (2005 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko1141 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert L. Kosowski. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
Journal of Finance | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Year | Title of citing document |
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2023 | Optimal fees in hedge funds with first-loss compensation. (2023). Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Zagst, Rudi ; Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2310.19023. Full description at Econpapers || Download paper |
2023 | The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Are socially responsible exchange?traded funds paying off in performance?. (2023). Zhang, Hongxian ; Liu, Steve ; Guo, Liang ; Dai, YA. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:4-26. Full description at Econpapers || Download paper |
2023 | Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017. Full description at Econpapers || Download paper |
2023 | Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255. Full description at Econpapers || Download paper |
2023 | Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126. Full description at Econpapers || Download paper |
2023 | Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564. Full description at Econpapers || Download paper |
2023 | International stock volatility predictability: New evidence from uncertainties. (2023). Wu, Lan ; Wang, Tianyang ; Ma, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000495. Full description at Econpapers || Download paper |
2023 | Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management. (2023). Muslu, Volkan ; Koo, Minjae. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001607. Full description at Econpapers || Download paper |
2023 | Machine-learning the skill of mutual fund managers. (2023). van Nieuwerburgh, Stijn ; Pelger, Markus ; Lin, Zihan ; Kaniel, Ron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:94-138. Full description at Econpapers || Download paper |
2023 | European market timing. (2023). Vidal-Garcia, Javier ; el Ammari, Anis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000391. Full description at Econpapers || Download paper |
2023 | Does performance-chasing behavior matter? International evidence. (2023). Seok, Sangik ; Ryu, Doojin ; Cho, Hoon ; Lee, Jennifer Eunkyeong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x2300018x. Full description at Econpapers || Download paper |
2023 | Exploring the zoo of predictors for mutual fund performance in China. (2023). Rao, Xiao ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002256. Full description at Econpapers || Download paper |
2023 | Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x. Full description at Econpapers || Download paper |
2023 | On the short-term persistence of mutual fund performance in Europe. (2023). Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892. Full description at Econpapers || Download paper |
2023 | Robust risk choice under high-water mark contract. (2023). Yang, Jinqiang ; Mu, Congming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01152-5. Full description at Econpapers || Download paper |
2023 | UK mutual funds: performance persistence and portfolio size. (2023). Osullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-023-00310-7. Full description at Econpapers || Download paper |
2023 | Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds. (2023). Beegam, Resia S ; Maheen, M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00347-w. Full description at Econpapers || Download paper |
2023 | Determinants and hedging effectiveness of Chinas sovereign credit default swaps. (2023). Jiang, Yong ; Muvunza, Taurai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2074-2087. Full description at Econpapers || Download paper |
2023 | Hedge fund investment in ETFs. (2023). Monteiro, Pedro ; Cumming, Douglas J. In: CFS Working Paper Series. RePEc:zbw:cfswop:699. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance. [Full Text][Citation analysis] | article | 318 |
2005 | Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2014 | Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
2015 | Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds*.(2021) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | The Effect of Investment Constraints on Hedge Fund Investor Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | The Effect of Investment Constraints on Hedge Fund Investor Returns.(2019) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Hedge Fund Return Predictability Under the Magnifying Glass In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 23 |
2022 | The Correlation Risk Premium: International Evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2007 | Do hedge funds deliver alpha? A Bayesian and bootstrap analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 162 |
2011 | Hedge funds, managerial skill, and macroeconomic variables In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2014 | Principles of Financial Engineering In: Elsevier Monographs. [Full Text][Citation analysis] | book | 14 |
2014 | When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 30 |
2011 | Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 54 |
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