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Sagi, Jacob S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,701 |
Total
Citations
46 |
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1.
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Trading Relative Performance with Alpha Indexes
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Sagi, Jacob S.
Vanderbilt University - Finance Whaley, Robert E.
Vanderbilt University - Finance
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Posted:
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16 Oct 10
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Last Revised:
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23 Nov 12
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865
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Sagi, Jacob S.
Vanderbilt University - Finance Whaley, Robert E.
Vanderbilt University - Finance
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0
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Derivatives: Futures Markets and Instruments, Options Markets and Instruments
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Sagi, Jacob S.
Vanderbilt University - Finance Whaley, Robert E.
Vanderbilt University - Finance
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16 Oct 10
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Last Revised:
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23 Nov 12
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865
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Options and Futures on Relative Performance, Trading Correlation, Alpha Indexes
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Sagi, Jacob S.
Vanderbilt University - Finance Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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838
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Expected Returns, asset pricing, real options, momentum
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3.
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A Liquidity-Based Theory of Closed-End Funds
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Stanton, Richard
University of California, Berkeley - Finance Group
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Posted:
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24 Mar 05
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Last Revised:
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23 Nov 12
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579
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32
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Stanton, Richard
University of California, Berkeley - Finance Group
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G14
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Cherkes, Martin
Columbia Business School - Finance and Economics Stanton, Richard
University of California, Berkeley - Finance Group Sagi, Jacob S.
Vanderbilt University - Finance
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579
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theory of closed-end funds
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4.
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Breon-Drish, Bradyn M.
Stanford Graduate School of Business Sagi, Jacob S.
Vanderbilt University - Finance
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25 Mar 08
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Last Revised:
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23 Nov 12
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416
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5
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market timing, asset allocation, portfolio management, mutual funds
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5.
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Sagi, Jacob S.
Vanderbilt University - Finance
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364
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1
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6.
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Sagi, Jacob S.
Vanderbilt University - Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Watanabe, Masahiro
University of Alberta - School of Business
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26 Jul 09
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Last Revised:
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27 Jan 13
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198
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2
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capital investment, profitability of capital, equity issuance, expected return, overlapping generations model, supply shocks
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7.
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Kogan, Shimon
University of Texas at Austin Routledge, Bryan
Carnegie Mellon University - David A. Tepper School of Business Sagi, Jacob S.
Vanderbilt University - Finance Smith, Noah A.
Carnegie Mellon University - School of Computer Science
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177
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3
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Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast
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8.
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Chiang, I-Hsuan Ethan
University of North Carolina (UNC) at Charlotte Hughen, W. Keener
University of North Carolina (UNC) at Charlotte Sagi, Jacob S.
Vanderbilt University - Finance
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128
(111,882)
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Oil, futures, asset pricing, APT, real options, CAPM, Fama-French factors, Markov chain Monte Carlo
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9.
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Chew, Soo Hong
Hong Kong University of Science & Technology (HKUST) - Department of Economics Sagi, Jacob S.
Vanderbilt University - Finance
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55
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1
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10.
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A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
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Versions (2)
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Wang, Zhi Jay
University of Oregon - Charles H. Lundquist School of Business
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Posted:
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17 Nov 09
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Last Revised:
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23 Nov 12
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53
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2
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Wang, Zhi Jay
University of Oregon - Charles H. Lundquist School of Business
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19 Mar 10
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Last Revised:
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23 Nov 12
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49
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Closed-end funds, CEFs, managed distribution plans, MDPs
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Wang, Zhi Jay
University of Oregon - Charles H. Lundquist School of Business
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4
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2
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Closed-end funds, CEFs, managed distribution plans, MDPs
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11.
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Cherkes, Martin
Columbia Business School - Finance and Economics Sagi, Jacob S.
Vanderbilt University - Finance Wang, Zhi Jay
University of Oregon - Charles H. Lundquist School of Business
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Managed distribution, closed-end funds
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12.
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Sagi, Jacob S.
Vanderbilt University - Finance
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Non-expected utility, Reference dependence, Cumulative prospect theory, Decision theory, Utility
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13.
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Kraus, Alan
University of British Columbia (UBC) - Division of Finance Sagi, Jacob S.
Vanderbilt University - Finance
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