Antti Petajisto

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/

BlackRock, Inc

400 Howard St

San Francisco, CA 94105

United States

  • New York University (NYU) - Department of Finance

    • Email
    • Tel: 212-998-0378

  • Yale School of Management

  • BlackRock, Inc

    • Email
    • Tel: 415-670-7911
SCHOLARLY PAPERS

9

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Rank 368

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Top 368

in Total Papers Downloads

45,110

CITATIONS
Rank 776

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Top 776

in Total Papers Citations

428

Scholarly Papers (9)

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1.

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

Downloads 26,243 ( 68)

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 New York University (NYU) - Department of Finance
Downloads 26,243 (67)
Citation 313

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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 New York University (NYU) - Department of Finance

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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
New York University (NYU) - Department of Finance
Downloads 9,105 (516)
Citation 63

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Active Share, Tracking Error, Closet Indexing

3.

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

Downloads 3,111 ( 3,369)
Citation 44

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, New York University (NYU) - Department of Finance and Dartmouth College
Downloads 3,032 (3,438)
Citation 31

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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
Martijn Cremers, Antti Petajisto and Eric Zitzewitz
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College
Downloads 79 (306,266)
Citation 50

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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
New York University (NYU) - Department of Finance
Downloads 2,670 (4,358)
Citation 22

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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 New York University (NYU) - Department of Finance
Downloads 2,063 (6,702)
Citation 1

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earnings quality, value, international, accruals

6.

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
New York University (NYU) - Department of Finance
Downloads 843 (27,269)
Citation 42

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

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
New York University (NYU) - Department of Finance
Downloads 743 (32,434)
Citation 34

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

8.

Selection of an Optimal Index Rule for an Index Fund

Number of pages: 50 Posted: 08 Sep 2008
Antti Petajisto
New York University (NYU) - Department of Finance
Downloads 332 (89,006)
Citation 5

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

9.

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 Business School and New York University (NYU) - Department of Finance

Abstract:

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Management fee, performance fee, hedge fund, mutual fund