.
Brown, Stephen J.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 82,772
Total Citations 1,142
1.
Offshore Hedge Funds: Survival & Performance 1989-1995
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Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
Brown, Stephen J. New York University - Stern School of Business
Posted:
27 Feb 97
Last Revised:
16 Dec 08
13,549(82)
160
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
186
160
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
Brown, Stephen J. New York University - Stern School of Business
13,363
160
2.
Hedge Funds and the Asian Currency Crisis of 1997
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Goetzmann, William N. Yale School of Management - International Center for Finance
Brown, Stephen J. New York University - Stern School of Business
Park, James M. PARADIGM Capital Management
Posted:
11 Feb 98
Last Revised:
08 Oct 10
11,989(103)
48
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
125
46
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
103
48
Goetzmann, William N. Yale School of Management - International Center for Finance
Brown, Stephen J. New York University - Stern School of Business
Park, James M. PARADIGM Capital Management
11,761
46
3.
The Dow Theory: William Peter Hamilton's Track Record Re-Considered
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Kumar, Alok Yale University
Posted:
11 Feb 98
Last Revised:
16 Dec 08
9,818(154)
20
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Kumar, Alok Yale University
550
20
Brown, Stephen J. New York University - Stern School of Business
Kumar, Alok University of Miami - School of Business Administration
Goetzmann, William N. Yale School of Management - International Center for Finance
9,268
20
4.
Hedge Funds with Style
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Posted:
21 Feb 01
Last Revised:
23 Dec 08
8,973(177)
79
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
147
79
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
209
79
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
8,617
79
5.
Fees on Fees in Funds of Funds
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
01 Oct 02
Last Revised:
11 Sep 09
4,291(717)
44
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
79
43
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
41
43
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
54
43
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
0
Hedge funds, funds-of-funds, incentive fees
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
156
44
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
3,961
44
6.
Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy
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Brown, Stephen J. New York University - Stern School of Business
Fraser, Thomas L. Attorney in New York City
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
30 Sep 07
Last Revised:
11 Sep 09
3,770(920)
19
Brown, Stephen J. New York University - Stern School of Business
Fraser, Thomas L. Attorney in New York City
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
474
19
Hedge funds, operational risk, due diligence, alpha
Brown, Stephen J. New York University - Stern School of Business
Fraser, Thomas L. Attorney in New York City
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
30 Sep 07
Last Revised:
11 Sep 09
3,296
19
Hedge funds, operational risk, due diligence, alpha
7.
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
Posted:
10 Feb 98
Last Revised:
16 Dec 08
3,711(942)
33
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
155
33
Goetzmann, William N. Yale School of Management - International Center for Finance
Brown, Stephen J. New York University - Stern School of Business
Park, James M. PARADIGM Capital Management
3,556
33
8.
Positive Portfolio Factors
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Grinblatt, Mark University of California, Los Angeles (UCLA) - Finance Area
Posted:
23 Apr 98
Last Revised:
08 Oct 10
3,248(1,179)
5
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Grinblatt, Mark University of California, Los Angeles (UCLA) - Finance Area
61
5
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Grinblatt, Mark University of California, Los Angeles (UCLA) - Finance Area
3,187
5
9.
Trust and Delegation
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
17 Aug 09
Last Revised:
16 Feb 12
2,707(1,647)
16
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
19
16
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
09 Nov 09
Last Revised:
16 Feb 12
197
16
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
17 Aug 09
Last Revised:
20 May 11
2,491
16
Hedge Funds, Operational Risk, Due Diligence
10.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
25 Jan 08
Last Revised:
11 Sep 09
2,538(1,853)
12
mutual funds, hedge funds, investments, the Omega Score
11.
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
21 Jul 06
Last Revised:
11 Sep 09
2,530(1,867)
41
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of Massachusetts at Amherst
174
41
Hedge funds, operational risk, SEC filing, Form ADV
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Posted:
21 Jul 06
Last Revised:
11 Sep 09
2,356
41
Hedge funds, operational risk, SEC filing, Form ADV
12.
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Watanabe, Masahiro University of Alberta - School of Business
Posted:
11 Mar 02
Last Revised:
27 Jan 13
2,478(1,943)
31
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Watanabe, Masahiro University of Alberta - School of Business
66
31
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Watanabe, Masahiro University of Alberta - School of Business
33
31
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Watanabe, Masahiro University of Alberta - School of Business
72
31
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Watanabe, Masahiro University of Alberta - School of Business
2,307
31
Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod
13.
Brown, Stephen J. New York University - Stern School of Business
Gregoriou, Greg N. affiliation not provided to SSRN
Pascalau, Razvan C. SUNY College at Plattsburgh - School of Business and Economics
Posted:
22 Jul 09
Last Revised:
09 Jul 11
1,575(4,262)
5
Funds of Hedge Funds, Diversification, Tail Risk Exposure, Hedge Funds
14.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Otsuki, Toshiyuki International University of Japan
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
1,265(6,269)
15
15.
Brown, Stephen J. New York University - Stern School of Business
Swan, Peter L. University of New South Wales (UNSW)
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Gallagher, David R. Centre for International Finance and Regulation
928(10,393)
18
Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing
16.
Brown, Stephen J. New York University - Stern School of Business
Posted:
26 Nov 09
Last Revised:
04 Feb 10
880(11,280)
3
Efficient Markets Hypothesis, Random Walk Hypothesis, behavioral finance, event studies
17.
Investing in Stock Market Anomalies
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 11
Last Revised:
27 Feb 12
835(12,339)
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
01 Feb 12
Last Revised:
27 Feb 12
113
Mutual funds, equity portfolios, expected utility paradigm, stock market anomalies
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
241
Stock Market Anomalies, Momentum, Reversal, Size, Value Premium
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
481
Stock Market Anomalies, Momentum, Reversal, Size, Value Premium
18.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
Posted:
18 Feb 10
Last Revised:
27 Feb 12
813(12,815)
8
Hedge Funds, Return Predictability, Risk Factors
19.
Systematic Risk and the Cross-Section of Hedge Fund Returns
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
Posted:
09 Mar 11
Last Revised:
27 Feb 12
759(14,224)
25
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
64
25
hedge funds, systematic risk, residual risk, return predictability
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
192
25
hedge funds, systematic risk, residual risk, return predictability
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
Posted:
15 Mar 11
Last Revised:
27 Feb 12
159
25
hedge funds, systematic risk, time-varying risk, return predictability
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
Posted:
09 Mar 11
Last Revised:
27 Feb 12
344
25
hedge funds, systematic risk, time-varying risk, return predictability
20.
An Analysis of the Relative Performance of Japanese and Foreign Money Management
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Posted:
24 Sep 02
Last Revised:
15 Dec 08
558(22,008)
8
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
8
8
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
15
8
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
10
8
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
14
8
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
511
8
21.
Going Negative: What to do with Negative Book Equity Stocks
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Brown, Stephen J. New York University - Stern School of Business
Lajbcygier, Paul Monash University - Department of Accounting and Finance
Li, Bob affiliation not provided to SSRN
Posted:
09 Jun 08
Last Revised:
23 Dec 08
550(22,400)
4
Brown, Stephen J. New York University - Stern School of Business
Lajbcygier, Paul Monash University - Department of Accounting and Finance
Li, Bob affiliation not provided to SSRN
88
4
Brown, Stephen J. New York University - Stern School of Business
Lajbcygier, Paul Monash University - Department of Accounting and Finance
Li, Bob affiliation not provided to SSRN
462
4
Negative book value, value factor, generalized style classification
22.
Brown, Stephen J. New York University - Stern School of Business
Schwarz, Christopher University of California at Irvine
Posted:
28 Sep 10
Last Revised:
08 May 13
511(24,781)
2
Hedge Funds, 13F Filings, Disclosure, copy-cat trading
23.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
402(33,821)
100
24.
Risk Premia in International Equity Markets Revisited
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Hiraki, Takato Tokyo University of Science - School of Management
Brown, Stephen J. New York University - Stern School of Business
Arakawa, Kiyoshi Societe Generale Asset Management (Japan)
Ohno, Saburo Societe Generale Asset Management (Japan)
Posted:
21 Sep 06
Last Revised:
19 Mar 09
365(38,106)
Hiraki, Takato Tokyo University of Science - School of Management
Brown, Stephen J. New York University - Stern School of Business
Arakawa, Kiyoshi Societe Generale Asset Management (Japan)
Ohno, Saburo Societe Generale Asset Management (Japan)
97
Brown, Stephen J. New York University - Stern School of Business
Hiraki, Takato Tokyo University of Science - School of Management
Arakawa, Kiyoshi Societe Generale Asset Management (Japan)
Ohno, Saburo Societe Generale Asset Management (Japan)
26
Risk premia, international asset pricing models, global capital markets, global investments
Brown, Stephen J. New York University - Stern School of Business
Hiraki, Takato Tokyo University of Science - School of Management
Arakawa, Kiyoshi Societe Generale Asset Management (Japan)
Ohno, Saburo Societe Generale Asset Management (Japan)
Posted:
21 Sep 06
Last Revised:
23 Apr 08
242
Risk premia, international asset pricing models, global capital markets, global investments
25.
Quantitative Measures of Operational Risk: An Application to Funds Management
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Brown, Stephen J. New York University - Stern School of Business
Posted:
18 Mar 12
Last Revised:
14 Dec 12
344(40,950)
1
Brown, Stephen J. New York University - Stern School of Business
0
1
Operational risk, Quantitative measures, Funds management
Brown, Stephen J. New York University - Stern School of Business
Posted:
18 Mar 12
Last Revised:
26 May 12
344
1
Operational risk, AMA, operational due diligence, hedge funds
26.
Do Hedge Funds Outperform Stocks and Bonds?
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
07 May 12
Last Revised:
20 Dec 12
344(41,100)
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
10 May 12
Last Revised:
20 Dec 12
213
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, and MPPM
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
07 May 12
Last Revised:
20 Dec 12
131
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, MPPM
27.
Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
Posted:
04 Nov 08
Last Revised:
23 Dec 08
310(46,332)
104
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
159
104
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Park, James M. PARADIGM Capital Management
151
104
28.
Brown, Stephen J. New York University - Stern School of Business
Grundy , Bruce D. University of Melbourne
Lewis, Craig M. Vanderbilt University - Finance
Verwijmeren, Patrick Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
11 Mar 10
Last Revised:
23 Nov 12
263(55,969)
6
Convertible securities, convertible arbitrage, hedge funds
29.
Brown, Stephen J. New York University - Stern School of Business
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
257(57,376)
2
30.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of Massachusetts at Amherst
246(60,189)
12
31.
Brown, Stephen J. New York University - Stern School of Business
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
240(61,806)
6
32.
Mutual Fund Styles
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Posted:
10 Oct 98
Last Revised:
16 Dec 08
228(65,300)
101
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
228
101
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
0
33.
Portfolio Concentration and Investment Manager Performance
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Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Posted:
02 Nov 06
Last Revised:
31 Dec 08
218(68,767)
13
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
124
13
Portfolio concentration, investment performance, tracking error, active funds
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
78
13
Portfolio concentration, investment performance, tracking error, active funds
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
16
13
34.
Brown, Stephen J. New York University - Stern School of Business
Kang, MaengSoo Sogang Business School
In, Francis Haeuck Monash University - Department of Accounting and Finance
Lee, Gunhee Sogang Business School
217(68,767)
3
Performance Measure, Performance Manipulation, Return Smoothing, Doubt Ratio, Madoff
35.
Brown, Stephen J. New York University - Stern School of Business
182(81,898)
1
36.
Brown, Stephen J. New York University - Stern School of Business
Spitzer, Jonathan F. University of Virginia - Darden School of Business
155(95,039)
6
Hedge funds, Tail Risk, Funds of Funds
37.
Offshore Hedge Funds: Survival and Performance 1989-1995
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
Posted:
16 Nov 98
Last Revised:
05 Oct 10
123(115,655)
175
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
51
174
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
72
175
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Ibbotson, Roger G. Yale School of Management
0
38.
Informationless Trading
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Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
Posted:
04 Nov 08
Last Revised:
23 Dec 08
122(116,381)
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
56
Informationless Trading, Sharpe Ratios, Performance Evaluation
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
66
Informationless Trading, Sharpe Ratios, Performance Evaluation
39.
Brown, Stephen J. New York University - Stern School of Business
Swan, Peter L. University of New South Wales (UNSW)
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
111(125,356)
Performance measurement, market timing measures, disposition effect, overlay strategies
40.
Brown, Stephen J. New York University - Stern School of Business
Pope, Peter F. City University London
109(127,085)
41.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Caglayan, Mustafa O. Ozyegin University
87(149,358)
hedge funds, economic uncertainty, risk factors, return predictability
42.
Brown, Stephen J. New York University - Stern School of Business
Lajbcygier, Paul Monash University - Department of Accounting and Finance
Wong, Woon Weng Monash University - Department of Econometrics & Business Statistics
Posted:
17 Dec 11
Last Revised:
21 Apr 12
78(158,679)
cost of capital, risk equivalent classes, industry, basis assets
43.
The Japanese Open-End Fund Puzzle
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Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Otsuki, Toshiyuki International University of Japan
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
Posted:
14 Jun 00
Last Revised:
16 Dec 08
60(183,703)
15
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Otsuki, Toshiyuki International University of Japan
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
37
15
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Hiraki, Takato Tokyo University of Science - School of Management
Otsuki, Toshiyuki International University of Japan
Shiraishi, Noriyoshi Rikkyo University - School of Social Relations
23
15
44.
Brown, Stephen J. New York University - Stern School of Business
Hwang, Inchang New York University Stern School of Business
In, Francis Haeuck Monash University - Department of Accounting and Finance
Kim, Tong Suk Korea Advanced Institute of Science and Technology (KAIST)
Posted:
01 Apr 13
Last Revised:
06 May 13
35(230,698)
1
hedge fund, systemic risk, cross-section of expected returns
45.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
Liang, Bing University of Massachusetts at Amherst - Department of Finance & Operations Management
Schwarz, Christopher University of California at Irvine
Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies
46.
Brown, Stephen J. New York University - Stern School of Business
Goetzmann, William N. Yale School of Management - International Center for Finance
47.
Brown, Stephen J. New York University - Stern School of Business
Pope, Peter F. City University London
