Alex R. Horenstein

University of Miami - School of Business Administration - Department of Economics

Assistant Professor of Economics

P.O. Box 248126

Coral Gables, FL 33124-6550

United States

SCHOLARLY PAPERS

12

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CITATIONS

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Scholarly Papers (12)

1.

The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha

University of Miami Business School Research Paper No. 18-5
Number of pages: 55 Posted: 19 Feb 2019 Last Revised: 24 Mar 2019
Alex R. Horenstein
University of Miami - School of Business Administration - Department of Economics
Downloads 1,022 (20,333)

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Capital Asset Pricing Model, Alpha, Benchmarking, Mutual Funds, Smart Beta, Anomalies

2.

Beta Matrix and Common Factors in Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 30 Mar 2017
Seung C. Ahn, Alex R. Horenstein and Na Wang
Arizona State University (ASU) - Economics Department, University of Miami - School of Business Administration - Department of Economics and Hofstra University - Frank G. Zarb School of Business
Downloads 278 (106,832)

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factor models, beta matrix, rank, risk factors, and asset prices

3.

Common Factors in Equity Option Returns

Number of pages: 51 Posted: 07 Dec 2018
Alex R. Horenstein, Aurelio Vasquez and Xiao Xiao
University of Miami - School of Business Administration - Department of Economics, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 111 (241,153)

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Cross Section of Option Returns, Latent Factors, Rank Estimation

4.

Asset Pricing and Excess Returns Over the Market Return

Number of pages: 45 Posted: 29 Mar 2017 Last Revised: 02 Apr 2019
Seung C. Ahn and Alex R. Horenstein
Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics
Downloads 95 (268,174)

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Excess returns, market portfolio, well-diversified portfolio, principal components

5.

Leverage and Performance Metrics in Asset Pricing

Number of pages: 31 Posted: 28 Jan 2018 Last Revised: 20 Apr 2019
Alex R. Horenstein
University of Miami - School of Business Administration - Department of Economics
Downloads 44 (400,120)

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betting against beta, betting against alpha, factor models, leverage, Sharpe Ratio, alpha

6.

Out-of-Town Buyers, Mispricing and the Availability Heuristic in a Housing Market

Real Estate Finance, Summer 2017
Number of pages: 24 Posted: 29 Mar 2017 Last Revised: 24 Jan 2018
Alex R. Horenstein, Daniel Osgood and Avichai Snir
University of Miami - School of Business Administration - Department of Economics, Columbia University and Bar Ilan University - Department of Economics
Downloads 30 (456,635)

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Availability Heuristic, Cognitive biases, Mispricing, Real estate

7.

Eigenvalue Ratio Test for the Number of Factors

Econometrica, Vol. 81, No. 3
Number of pages: 26 Posted: 29 Mar 2017
Seung C. Ahn and Alex R. Horenstein
Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics
Downloads 27 (471,349)
Citation 1

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Approximate factor models, number of factors, eigenvalues

8.

Understanding Growth Patterns in US Health Care Expenditures

Forthcoming, Journal of the European Economic Association
Number of pages: 43 Posted: 30 Mar 2017 Last Revised: 28 Feb 2018
Alex R. Horenstein and Manuel Santos
University of Miami - School of Business Administration - Department of Economics and University of Miami - School of Business Administration - Department of Economics
Downloads 25 (481,933)

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Medical Care Expenditure Gap, Growth Accounting, Value Added, Relative Price of Medical Care, Price Elasticity.

9.

Parcel Size and Land Value: A Comparison of Approaches

Journal of Real Estate Research, Vol. 37, No. 2, 2015
Number of pages: 41 Posted: 29 Mar 2017
Arizona State University (ASU), University of Miami - School of Business Administration - Department of Economics, University of Melbourne - Department of Finance and Arizona State University
Downloads 18 (521,099)

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10.

Portfolio Choice in Mexico

Journal of Behavioral and Experimental Finance, 16, 2017, 1-13
Number of pages: 37 Posted: 02 Oct 2017 Last Revised: 25 Jan 2018
Alex R. Horenstein and Avichai Snir
University of Miami - School of Business Administration - Department of Economics and Bar Ilan University - Department of Economics
Downloads 7 (585,513)

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Portfolio Choice, Financial Advice, Motivated Assets, Home Bias, Emerging Markets

11.

Product-Consumer Substitution and Safety Regulation

Number of pages: 44 Posted: 30 Mar 2017 Last Revised: 20 May 2017
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 7 (585,513)

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safety regulation; product safety; consumer skills; product-consumer substitution; moral hazard; adverse selection

12.

Skills, Complexity, and Backward Induction

Number of pages: 43 Posted: 20 Feb 2019
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 4 (604,389)

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backward induction, experimental game theory, skills, complexity, mobile experiment