Robert L. Kosowski : Citation Profile

Are you Robert L. Kosowski?

Imperial College

8

H index

8

i10 index

710

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 41
   Journals where Robert L. Kosowski has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 5 (0.7 %)

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   Permalink: http://citec.repec.org/pko1141
   Updated: 2024-11-06    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:

Novak, Jiri (16)

Irsova, Zuzana (16)

Havranek, Tomas (16)

Tortosa-Ausina, Emili (11)

wermers, russell (11)

Pastor, Lubos (9)

Guidolin, Massimo (9)

Ruenzi, Stefan (8)

Scaillet, Olivier (8)

Garcia, René (7)

Ramadorai, Tarun (7)

Cites to:

Pastor, Lubos (13)

Stambaugh, Robert (13)

liang, bing (6)

Goetzmann, William (5)

Ramadorai, Tarun (5)

Bekaert, Geert (5)

Brown, Stephen (5)

wermers, russell (5)

Pedersen, Lasse (4)

Corsi, Fulvio (4)

Shanken, Jay (4)

Main data

Where Robert L. Kosowski has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2
Journal of Financial Economics2
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 (2024 and 2023)

YearTitle of citing document
2023Optimal 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.

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2023The 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.

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2023.

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

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2023Hedge 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.

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2023Bootstrap 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.

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

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2023Fund 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.

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2023Bank 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.

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2023Hedge fund manager timing and selectivity skill over time. A holdings-based estimate. (2023). Kang, Minjeong ; Aiken, Adam L. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008115.

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

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2023International 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.

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2023Do big data mutual funds outperform?. (2023). Zeng, Yamin ; Peng, Zezhi ; Zhang, Junsheng ; Yang, Haisheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001105.

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2023Fund 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.

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2023Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002005.

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2023Machine-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.

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

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2023European 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.

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2023Does 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.

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2023Exploring 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.

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2023Time-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.

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2023On 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.

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2023Robust 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.

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

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2023On the Economic Significance of Stock Return Predictability*. (2023). Odoherty, Michael S ; Johnson, Travis L ; Cederburg, Scott. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:619-657..

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2023UK 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.

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2023Application 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.

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2023Determinants 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.

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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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2023Hedge fund investment in ETFs. (2023). Monteiro, Pedro ; Cumming, Douglas J. In: CFS Working Paper Series. RePEc:zbw:cfswop:699.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; 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]		article323
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: 323		paper
2014Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas In: Journal of Finance.
[Full Text][Citation analysis]		article29
2015Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
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: 4		article
2018The Effect of Investment Constraints on Hedge Fund Investor Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
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: 6		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]		article27
2022The Correlation Risk Premium: International Evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2007Do hedge funds deliver alpha? A Bayesian and bootstrap analysis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article169
2011Hedge funds, managerial skill, and macroeconomic variables In: Journal of Financial Economics.
[Full Text][Citation analysis]		article43
2014Principles of Financial Engineering In: Elsevier Monographs.
[Full Text][Citation analysis]		book15
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]		article33
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]		article55

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