Konark Saxena

University of New South Wales

School of Banking and Finance

Australian School of Business

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 40,158

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Top 40,158

in Total Papers Downloads

1,031

CITATIONS

0

Scholarly Papers (10)

1.

Lest We Forget: Using Out-of-Sample Errors in Portfolio Optimization

Number of pages: 62 Posted: 29 Apr 2016 Last Revised: 28 Dec 2018
Pedro Barroso and Konark Saxena
UNSW Australia Business School, School of Banking and Finance and University of New South Wales
Downloads 337 (86,767)

Abstract:

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Portfolio Optimization, Estimation Error, Covariance Matrix, Risk Management

2.

Is the Active Fund Management Industry Concentrated Enough?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 26 Feb 2016 Last Revised: 27 Oct 2018
David Feldman, Konark Saxena and Jingrui Xu
Banking and Finance, UNSW Business School, UNSW Sydney, University of New South Wales and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 225 (132,812)

Abstract:

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Active management, Mutual funds, Effort, Performance, Market concentration, Competition, Herfindahl-Hirschman index (HHI), Industry size, Alpha, Equilibrium, Returns to scale, Learning

3.

Politically Motivated Corporate Decisions: Evidence from China

Number of pages: 51 Posted: 29 Feb 2016 Last Revised: 07 Feb 2019
David Feldman, Chang Mo Kang, Jiaming Li and Konark Saxena
Banking and Finance, UNSW Business School, UNSW Sydney, UNSW Australia Business School, School of Banking and Finance, UNSW Business School and University of New South Wales
Downloads 162 (179,256)

Abstract:

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Politically Motivated Corporate Decisions, Corporate Investments, Taxes, Agency, China

Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement

UNSW Australian School of Business Research Paper No. 2013 BFIN 06
Number of pages: 20 Posted: 29 Aug 2013 Last Revised: 20 Aug 2018
University of New South Wales (UNSW), Federal Reserve Board, UNSW Business School, University of New South Wales and University of New South Wales
Downloads 104 (254,220)

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event studies, intraday returns, systematic risk

Level Shifts in Beta, Spurious Abnormal Returns and the Tarp Announcement

FEDS Working Paper No. 2018-081
Number of pages: 21 Posted: 03 Dec 2018 Last Revised: 21 Feb 2019
University of New South Wales (UNSW), Federal Reserve Board, UNSW Business School, University of New South Wales and University of New South Wales
Downloads 18 (539,767)

Abstract:

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Event studies, Intraday returns, Systematic risk

5.

Mutual Fund Separation and the Fama, French, Carhart Factors

Number of pages: 58 Posted: 02 Apr 2013 Last Revised: 03 Apr 2013
Konark Saxena
University of New South Wales
Downloads 108 (246,109)

Abstract:

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Mean-Variance Efficient Frontier, Mutual Fund Separation, Fama and French Factors, Incomplete Markets

6.

Unconditional Asset Pricing When Betas Covary with the Riskless Rate

Number of pages: 54 Posted: 01 Oct 2015 Last Revised: 24 Aug 2017
Konark Saxena
University of New South Wales
Downloads 60 (348,910)

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Conditional asset pricing; CAPM; Riskless rate; Conditioning information; Size premium; Value premium; Gross profitability premium; Low beta anomaly

7.

The International Active Fund Management Industry: Concentration Cross Effects

Number of pages: 65 Posted: 07 Feb 2019
David Feldman, Konark Saxena and Jingrui Xu
Banking and Finance, UNSW Business School, UNSW Sydney, University of New South Wales and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 12 (555,789)

Abstract:

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Active Management, Mutual Funds, Global Fund Markets, Effort, Performance, Market Concentration, Competition, Herfindahl-Hirschman Index, Industry Size, Alpha

8.

Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization

Number of pages: 37 Posted: 09 Jan 2019
Pedro Barroso and Konark Saxena
UNSW Australia Business School, School of Banking and Finance and University of New South Wales
Downloads 5 (597,805)

Abstract:

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portfolio optimization, out-of-sample robustness, covariance matrix, risk management

9.

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 11 Sep 2017 Last Revised: 31 Jan 2019
Petko S. Kalev, Konark Saxena and Leon Zolotoy
La Trobe Business School, University of New South Wales and University of Melbourne - Melbourne Business School

Abstract:

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Asset pricing; coskewness risk; cash flow news; discount rate news; covariation risk

10.

When Factors Don't Span Their Basis Portfolios

Journal of Financial and Quantitative Analysis, 2018
Posted: 05 Jun 2016 Last Revised: 02 Feb 2019
Mark Grinblatt and Konark Saxena
University of California, Los Angeles (UCLA) - Finance Area and University of New South Wales

Abstract:

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Factor Models, Mean Variance Efficient Portfolios, Jackknife Estimators, HML, SMB