Savina Rizova

Dimensional Fund Advisors

Head of Research

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

8

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Top 12,927

in Total Papers Downloads

5,861

SSRN CITATIONS
Rank 36,714

SSRN RANKINGS

Top 36,714

in Total Papers Citations

1

CROSSREF CITATIONS

20

Scholarly Papers (8)

1.

The Cross-Section of Global Corporate Bond Returns

Number of pages: 25 Posted: 04 Feb 2020 Last Revised: 27 Apr 2022
Marlena I. Lee, Savina Rizova and Samuel Yusun Wang
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,473 (19,697)

Abstract:

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global corporate bonds, factor investing, fixed income, forward rates

2.

Internally Developed Intangibles and Expected Stock Returns

Number of pages: 40 Posted: 22 Sep 2020 Last Revised: 08 Oct 2021
Savina Rizova and Namiko Saito
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,229 (25,808)

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intangibles, intangible assets, expected returns, equities, value, R&D, profitability, factor investing, research and development

3.

Predictable Trade Flows and Returns of Trade-Linked Countries

AFA 2011 Denver Meetings Paper
Number of pages: 95 Posted: 03 Mar 2010 Last Revised: 15 Dec 2012
Savina Rizova
Dimensional Fund Advisors
Downloads 830 (44,984)
Citation 19

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Stock Markets, International Trade, Gradual Information Diffusion

4.

Investment and Expected Stock Returns

Number of pages: 26 Posted: 21 Jul 2020
Savina Rizova and Namiko Saito
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 677 (59,090)

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investment, valuation theory, asset pricing, expected returns, equities, factor investing

5.

Exchange Fees and Overall Trading Costs

Number of pages: 24 Posted: 18 Jun 2020
Marco Di Maggio, Jerry Liu, Savina Rizova and Ryan Wiley
Harvard Business School, Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 631 (64,725)
Citation 2

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trading, trading venues, fees, rebates, market microstructure, regulation, liquidity

6.

On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives

Fully published version of paper available at PMR: https://jai.pm-research.com/content/early/2021/05/21/jai.2021.1.135 ©2021 PMR. All rights reserved.
Number of pages: 17 Posted: 10 Sep 2020 Last Revised: 09 Jun 2021
Wei Dai, Robert C. Merton and Savina Rizova
Dimensional Fund Advisors, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dimensional Fund Advisors
Downloads 622 (65,941)

Abstract:

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performance fees, option pricing models, manager incentives, compensation, fee structure

7.

Securities Lending by Mutual Funds

Number of pages: 46 Posted: 12 May 2012
Savina Rizova
Dimensional Fund Advisors
Downloads 241 (192,469)
Citation 6

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mutual funds, securities lending

Reversals and the Returns to Liquidity Provision

Number of pages: 64 Posted: 27 Jan 2023
Dimensional Fund Advisors, Dimensional Fund Advisors, Simon Business School, University of Rochester and Dimensional Fund Advisors
Downloads 156 (284,690)

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Liquidity, reversals, momentum, volatility, turnover

Reversals and the Returns to Liquidity Provision

NBER Working Paper No. w30917
Number of pages: 65 Posted: 06 Feb 2023
Dimensional Fund Advisors, Dimensional Fund Advisors, Simon Business School, University of Rochester and Dimensional Fund Advisors
Downloads 2 (1,005,411)
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