Antti Petajisto

Brooklyn Investment Group

Brooklyn, NY 11201

United States

http://www.petajisto.net

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

http://www.petajisto.net/

Yale School of Management

Assistant Professor of Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

http://www.petajisto.net/

  • Brooklyn Investment Group

  • New York University (NYU) - Department of Finance

    • Email
    • Tel: 212-998-0378

  • Yale School of Management

SCHOLARLY PAPERS

10

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Rank 764

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Top 764

in Total Papers Downloads

59,259

TOTAL CITATIONS
Rank 2,733

SSRN RANKINGS

Top 2,733

in Total Papers Citations

308

Scholarly Papers (10)

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1.

How Active is Your Fund Manager? A New Measure That Predicts Performance

Downloads 33,184 ( 139)
Citation 124

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 09 Feb 2019
Martijn Cremers and Antti Petajisto
University of Notre Dame and Brooklyn Investment Group
Downloads 33,184 (136)
Citation 124

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Portfolio management, Active Share, tracking error, closet indexing

How Active is Your Fund Manager? A New Measure that Predicts Performance

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3329-3365, 2009
Posted: 08 Sep 2009
Martijn Cremers and Antti Petajisto
University of Notre Dame and Brooklyn Investment Group

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G10, G14, G20, G23

2.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013
Antti Petajisto
Brooklyn Investment Group
Downloads 10,994 (1,030)
Citation 26

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Active Share, Tracking Error, Closet Indexing

3.

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

Downloads 3,792 ( 6,192)
Citation 70

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Mar 2008 Last Revised: 26 Jan 2010
Martijn Cremers, Antti Petajisto and Eric Zitzewitz
University of Notre Dame, Brooklyn Investment Group and Dartmouth College - Department of Economics
Downloads 3,614 (6,588)
Citation 27

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performance evaluation, benchmark index, factor model, Fama-French, Carhart

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

NBER Working Paper No. w18050
Number of pages: 42 Posted: 05 May 2012 Last Revised: 28 Apr 2023
Martijn Cremers, Antti Petajisto and Eric Zitzewitz
University of Notre Dame, Brooklyn Investment Group and Dartmouth College - Department of Economics
Downloads 178 (352,037)
Citation 43

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4.

Inefficiencies in the Pricing of Exchange-Traded Funds

Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 27 Jul 2016
Antti Petajisto
Brooklyn Investment Group
Downloads 3,577 (6,825)
Citation 37

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ETF, mispricing, arbitrage, NAV

5.

Global Return Premiums on Earnings Quality, Value, and Size

Number of pages: 33 Posted: 21 Nov 2012 Last Revised: 08 Jan 2013
Max Kozlov and Antti Petajisto
BlackRock and Brooklyn Investment Group
Downloads 3,219 (8,068)
Citation 1

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earnings quality, value, international, accruals

6.

Underperformance of Concentrated Stock Positions

Number of pages: 30 Posted: 28 Aug 2023
Antti Petajisto
Brooklyn Investment Group
Downloads 1,933 (18,199)

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Diversification, skewness, long-term reversal, concentrated stock position, high-net-worth investor

7.

The Index Premium and its Hidden Cost for Index Funds

Yale SOM Working Paper No. 1235604
Number of pages: 44 Posted: 19 Aug 2008 Last Revised: 13 Apr 2010
Antti Petajisto
Brooklyn Investment Group
Downloads 1,083 (43,249)
Citation 22

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Index premium, index turnover cost, index fund, S&P 500, Russell 2000

8.

Why Do Demand Curves for Stocks Slope Down?

Yale ICF Working Paper No. 04-06; AFA 2005 Philadelphia Meetings
Number of pages: 43 Posted: 18 May 2004 Last Revised: 09 Sep 2008
Antti Petajisto
Brooklyn Investment Group
Downloads 971 (50,390)
Citation 23

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demand curves for stocks, delegated portfolio management, equilibrium mispricing, index premium

9.

Selection of an Optimal Index Rule for an Index Fund

Number of pages: 50 Posted: 08 Sep 2008
Antti Petajisto
Brooklyn Investment Group
Downloads 506 (117,614)
Citation 5

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Index premium, index turnover cost, index fund, S&P 500, Russell 2000

10.

What is the True Cost of Active Management? A Comparison of Hedge Funds and Mutual Funds

https://doi.org/10.3905/jai.2014.17.2.009
Posted: 21 May 2019
Jussi Keppo and Antti Petajisto
National University of Singapore (NUS) - NUS Business School and Brooklyn Investment Group

Abstract:

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Management fee, performance fee, hedge fund, mutual fund