Robert L. Kosowski : Citation Profile

Imperial College

9

H index

9

i10 index

758

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 44
   Journals where Robert L. Kosowski has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 5 (0.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko1141
   Updated: 2026-01-10    RAS profile: 2023-11-02    
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Relations with other researchers

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:

Havranek, Tomas (29)

Novak, Jiri (29)

Irsova, Zuzana (29)

Scaillet, Olivier (12)

wermers, russell (11)

Tortosa-Ausina, Emili (11)

Guidolin, Massimo (9)

Pastor, Lubos (9)

Ruenzi, Stefan (8)

Ramadorai, Tarun (7)

Garcia, René (7)

Cites to:

Stambaugh, Robert (13)

Pastor, Lubos (13)

liang, bing (6)

Bekaert, Geert (5)

wermers, russell (5)

Goetzmann, William (5)

Brown, Stephen (5)

Ramadorai, Tarun (5)

Shanken, Jay (4)

Corsi, Fulvio (4)

Pedersen, Lasse (4)

Main data

Where Robert L. Kosowski has published?

Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Financial and Quantitative Analysis2
Journal of Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Robert L. Kosowski (2025 and 2024)

YearTitle of citing document
2025Diffusion on the circle and a stochastic correlation model. (2025). Laha, Arnab Kumar ; Majumdar, Sourav. In: Papers. RePEc:arx:papers:2412.06343.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2025A New Four-factor Model for the Chinese Stock Market. (2025). Zhang, Haitao ; Tang, Chao ; Cao, Jianhui ; Xiong, Heping. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:xiongtangcaozhang.

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2025Predictability of Korean mutual fund performance. (2025). Vidal-Garca, Javier ; Trinidad-Segovia, Juan E ; Gonzlez, Laura Molero. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00447.

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2025Hedge funds, short sales, and the 52-week high. (2025). Rui, Yixuan ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000644.

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2025Do hedge funds still manipulate stock prices?. (2025). Kolokolova, Olga ; Cui, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000331.

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2024Hedge fund fee structure and risk exposure. (2024). Riutort, Julio ; Braun, Matias ; Roche, Herve. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000026.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2024A note on Steuer and Utz’s (2023) multi-objective optimization approach for generating sustainability-efficient fronts. (2024). Marohn, Marcel ; Auer, Benjamin R. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:792-797.

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2025Bear factor and hedge fund performance. (2025). Ho, Thang ; Kagkadis, Anastasios ; Wang, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000337.

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2024The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link. (2024). Tan, Kian ; Hoang, Lai T ; Yang, Joey W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002412.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Papathanasiou, Spyros ; Koutsokostas, Drosos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259.

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2024Picking funds in China. (2024). Zhang, YU ; Zhao, Mengxiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400847x.

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2024Timing sentiment with style: Evidence from mutual funds. (2024). Zheng, Yao ; Osmer, Eric ; Zu, Dingding. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001146.

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2025Downside risk and hedge fund returns. (2025). Panopoulou, Ekaterini ; Argyropoulos, Christos ; Vrontos, Spyridon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002590.

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2025How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences. (2025). Liu, Yuekun ; Riley, Timothy B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426624002814.

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2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Ardia, David ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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2025Machine learning the performance of hedge fund. (2025). Jiang, Fuwei ; Wang, Wanwan ; Ma, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000671.

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2024Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525.

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2024Application of Extended Normal Distribution in Option Price Sensitivities. (2024). Tripathy, Subhranshu Sekhar ; Nayak, Gangadhar ; Li, Chun-Ta ; Imoize, Agbotiname Lucky. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2346-:d:1444050.

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2024Performance and investment styles of international multi-asset funds during market crises. (2024). Leite, Paulo. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09614-2.

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2025Swing option-implied volatility. (2025). Auer, Benjamin R ; Mhlichen, Hermann ; Kohrs, Hendrik. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09214-7.

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2025Assessment of Investment Regulation and its Effectiveness in the Latvian State Funded Pension Scheme. (2025). Bergitis, Markuss. In: Discussion Papers. RePEc:ltv:dpaper:202502.

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2024The Who and How of Hedge Fund Risk Shifting. (2024). Gadgil, Salil ; Andrews, Spencer. In: Working Papers. RePEc:ofr:wpaper:24-07.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn_v1.

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2024Endowment asset allocations: insights and strategies. (2024). Arnold, Tom ; Farizo, Joseph ; Earl, John H ; North, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-023-00346-9.

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2025.

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2024Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.

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2025Validating cross-sectional dependence assumptions in a factor model. (2025). Jiang, Lei ; Peng, Liang ; Chen, Longyu ; Qin, Zhongling ; Huang, Haitao. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02719-y.

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2025Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics. (2025). Seeger, Norman ; Lucas, Andrae ; Khanna, Yonas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250037.

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2024Performance and reporting predictability of hedge funds. (2024). Beckerfoss, Elisa. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2257-2278.

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2024Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. (2024). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:854-875.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:289497.

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Works by Robert L. Kosowski:

YearTitleTypeCited
2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance.
[Full Text][Citation analysis]		article331
2005Can 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: 331		paper
2014Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas In: Journal of Finance.
[Full Text][Citation analysis]		article32
2015Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2021The 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: 7		article
2018The Effect of Investment Constraints on Hedge Fund Investor Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2019The 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: 12		article
2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2013Hedge Fund Return Predictability Under the Magnifying Glass In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article30
2022The Correlation Risk Premium: International Evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2007Do hedge funds deliver alpha? A Bayesian and bootstrap analysis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article181
2011Hedge funds, managerial skill, and macroeconomic variables In: Journal of Financial Economics.
[Full Text][Citation analysis]		article45
2014Principles of Financial Engineering In: Elsevier Monographs.
[Full Text][Citation analysis]		book19
2014When 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]		article37
2011Do 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]		article57

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