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Kosowski, Robert's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
11,520 |
Total
Citations
261 |
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1.
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Baltas, Akindynos-Nikolaos
UBS AG Kosowski, Robert
Imperial College Business School
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06 Dec 11
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Last Revised:
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06 Jan 13
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1,951
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Trend-following, Momentum, Managed Futures, CTA, Capacity Constraints
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2.
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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
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Versions (2)
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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01 Nov 05
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Last Revised:
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19 Dec 11
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1,612
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85
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Hedge fund performance, Persistence, Alpha, Factor models, Bayesian, Bootstrap
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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1,612
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85
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hedge fund, persistence, Bayesian, alpha, backfill, incubation, bootstrap
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3.
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Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
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Kosowski, Robert
Imperial College Business School
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Posted:
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30 Aug 06
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Last Revised:
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05 Sep 11
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1,415
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28
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Kosowski, Robert
Imperial College Business School
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25 Aug 11
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Last Revised:
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05 Sep 11
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mutual funds, portfolio choice, asset pricing, asymmetric information, business cycles, Markov-switching models
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Kosowski, Robert
Imperial College Business School
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30 Aug 06
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Last Revised:
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02 Sep 11
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1,415
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28
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mutual funds, portfolio choice, asset pricing, asymmetric information, business cycles, Markov-switching models
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4.
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Hedge Funds, Managerial Skill, and Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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22 Mar 07
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Last Revised:
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19 Dec 11
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1,360
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10
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Feb 10
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Last Revised:
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19 Dec 11
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Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Mar 07
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Last Revised:
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23 Feb 10
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1,360
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10
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hedge funds, predictability, managerial skills, macroeconomic variables
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5.
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Baltas, Akindynos-Nikolaos
UBS AG Kosowski, Robert
Imperial College Business School
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1,304
(5,945)
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1
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Trend-following, Momentum, Managed Futures, Volatility Estimation, Trading Signal, Transaction Costs
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6.
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Buraschi, Andrea
Imperial College Business School Kosowski, Robert
Imperial College Business School Trojani, Fabio
University of Lugano
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15 Jul 10
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Last Revised:
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01 Apr 13
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1,228
(6,554)
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8
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Stochastic Correlation and Volatility, Hedge Fund Performance, Optimal Portfolio Choice
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7.
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Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis
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Versions (2)
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Kosowski, Robert
Imperial College Business School Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Wermers, Russ
University of Maryland - Robert H. Smith School of Business White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
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Posted:
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28 Nov 05
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Last Revised:
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19 Dec 11
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948
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127
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Kosowski, Robert
Imperial College Business School Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Wermers, Russ
University of Maryland - Robert H. Smith School of Business White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
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0
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mutual funds, performance evaluation, bootstrap
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Kosowski, Robert
Imperial College Business School Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Wermers, Russ
University of Maryland - Robert H. Smith School of Business White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
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948
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127
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mutual funds, performance evaluation, bootstrap
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8.
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Joenväärä, Juha
University of Oulu Kosowski, Robert
Imperial College Business School Tolonen, Pekka
University of Oulu
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22 Jan 12
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Last Revised:
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22 Nov 12
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577
(20,992)
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Hedge fund performance, persistence, sample selection bias, managerial skill
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9.
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Hedge Fund Return Predictability Under the Magnifying Glass
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Versions (2)
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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Posted:
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01 Aug 10
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Last Revised:
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26 Mar 12
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508
(24,934)
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1
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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0
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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| Posted: |
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01 Aug 10
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Last Revised:
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13 Feb 12
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508
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1
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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10.
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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277
(52,751)
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1
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Hedge funds, bootstrap, alpha, persistence
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11.
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Buraschi, Andrea
Imperial College Business School Kosowski, Robert
Imperial College Business School Sritrakul, Worrawat
Imperial College Business School
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| Posted: |
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20 Mar 11
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Last Revised:
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24 Mar 12
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268
(54,715)
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Optimal portfolio choice, Euler equation, hedge fund performance
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12.
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Dumas, Bernard
INSEAD Kosowski, Robert
Imperial College Business School
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| Posted: |
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21 Dec 11
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Last Revised:
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11 Jan 12
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72
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Private banking, Asset management; Behavioural finance and asset allocation, Mutual and hedge funds allocation, Family offices, Trust services, Offshore banking, Switzerland, Private banking, CHF10 billion assets under management
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