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

16

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1,991

SSRN CITATIONS
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Top 9,755

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20

CROSSREF CITATIONS

83

Scholarly Papers (16)

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: 62 Posted: 17 Oct 2017 Last Revised: 25 Aug 2019
Alex R. Horenstein
University of Miami - School of Business Administration - Department of Economics
Downloads 1,172 (17,733)
Citation 1

Abstract:

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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 289 (108,550)
Citation 7

Abstract:

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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 Last Revised: 24 Dec 2019
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 185 (168,377)

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Cross Section of Option Returns, Latent Factors, Rank Estimation

4.

On Cross-Sectional Dispersions of Market Betas in Multifactor Models

Number of pages: 42 Posted: 29 Mar 2017 Last Revised: 10 Dec 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 114 (249,744)
Citation 1

Abstract:

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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 50 (400,458)
Citation 1

Abstract:

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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 38 (446,262)

Abstract:

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Availability Heuristic, Cognitive biases, Mispricing, Real estate

7.

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 34 (463,420)
Citation 2

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

8.

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 31 (477,386)
Citation 14

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Approximate factor models, number of factors, eigenvalues

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 25 (508,900)

Abstract:

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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 12 (588,209)

Abstract:

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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 11 (594,735)

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

12.

An Empirical Measure of Tree Complexity

University of Miami Business School Research Paper No. 3463988
Number of pages: 40 Posted: 15 Oct 2019 Last Revised: 22 Jan 2020
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 8 (614,601)

Abstract:

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

13.

Effort is Not a Monotonic Function of Skills: Results from a Global Mobile Experiment

University of Miami Business School Research Paper No. 3461946
Number of pages: 18 Posted: 11 Oct 2019
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 8 (621,169)

Abstract:

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monotonicity of choice, effort, skills, experimental game theory, mobile experiment

14.

A Mobile Experiment on Perception in Dynamic Games

University of Miami Business School Research Paper No. 3435573
Number of pages: 20 Posted: 13 Aug 2019 Last Revised: 05 Nov 2019
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 8 (621,169)

Abstract:

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dynamic games, tree construction, perception, backward induction, experimental game theory, mobile experiment

15.

Profiling Players in Dynamic Games: A Mobile Experiment

Number of pages: 28 Posted: 14 Jun 2019
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 6 (627,877)

Abstract:

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dynamic games, profiling, experimental game theory, mobile experiment

16.

Skills, Complexity, and Backward Induction

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

Abstract:

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