| . |
Petajisto, Antti's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
24,435 |
Total
Citations
205 |
|
|
|
|
|
1.
|
|
How Active is Your Fund Manager? A New Measure That Predicts Performance
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
|
|
Posted:
|
|
21 Mar 06
|
|
Last Revised:
|
|
29 Jul 10
|
|
15,165
(74)
|
122
|
|
|
|
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
|
|
0
|
|
|
| |
|
| |
G10, G14, G20, G23
|
|
|
|
|
|
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
21 Mar 06
|
|
Last Revised:
|
|
07 May 09
|
|
15,165
|
122
|
|
| |
|
| |
Portfolio management, Active Share, tracking error, closet indexing
|
|
|
|
|
|
2.
|
|
|
Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
02 Oct 10
|
|
Last Revised:
|
|
17 Jan 13
|
|
4,449
(673)
|
13
|
|
| |
|
| |
Active Share, Tracking Error, Closet Indexing
|
|
|
3.
|
|
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
|
|
Posted:
|
|
26 Mar 08
|
|
Last Revised:
|
|
05 May 12
|
|
2,117
(2,579)
|
39
|
|
|
|
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
|
|
14
|
39
|
|
| |
|
| |
|
|
|
|
|
|
|
Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
|
| Posted: |
|
26 Mar 08
|
|
Last Revised:
|
|
26 Jan 10
|
|
2,103
|
39
|
|
| |
|
| |
performance evaluation, benchmark index, factor model, Fama-French, Carhart
|
|
|
|
|
|
4.
|
|
|
Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
18 May 04
|
|
Last Revised:
|
|
09 Sep 08
|
|
764
(14,101)
|
21
|
|
| |
|
| |
demand curves for stocks, delegated portfolio management, equilibrium mispricing, index premium
|
|
|
5.
|
|
|
Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
21 Mar 10
|
|
Last Revised:
|
|
12 Mar 13
|
|
638
(18,299)
|
2
|
|
| |
|
| |
ETF, mispricing, arbitrage, NAV
|
|
|
6.
|
|
|
Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
19 Aug 08
|
|
Last Revised:
|
|
13 Apr 10
|
|
469
(27,715)
|
7
|
|
| |
|
| |
Index premium, index turnover cost, index fund, S&P 500, Russell 2000
|
|
|
7.
|
|
|
Keppo, Jussi
NUS Business School, National University of Singapore Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
19 Jan 12
|
|
Last Revised:
|
|
19 Feb 13
|
|
339
(41,771)
|
|
|
| |
|
| |
Management fee, performance fee, hedge fund, mutual fund
|
|
|
8.
|
|
|
Kozlov, Max
BlackRock Petajisto, Antti
New York University (NYU) - Department of Finance
|
| Posted: |
|
21 Nov 12
|
|
Last Revised:
|
|
08 Jan 13
|
|
312
(46,238)
|
|
|
| |
|
| |
earnings quality, value, international, accruals
|
|
|
9.
|
|
|
Petajisto, Antti
New York University (NYU) - Department of Finance
|
|
182
(82,018)
|
1
|
|
| |
|
| |
Index premium, index turnover cost, index fund, S&P 500, Russell 2000
|
|
