Savina Rizova

Dimensional Fund Advisors

Head of Research

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 10,664

SSRN RANKINGS

Top 10,664

in Total Papers Downloads

8,735

SSRN CITATIONS
Rank 31,922

SSRN RANKINGS

Top 31,922

in Total Papers Citations

16

CROSSREF CITATIONS

19

Scholarly Papers (10)

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 1,924 (17,131)

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 1,514 (24,819)

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

3.

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 1,034 (43,205)

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

4.

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 906 (51,982)
Citation 24

Abstract:

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Stock Markets, International Trade, Gradual Information Diffusion

5.

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 887 (53,484)

Abstract:

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

6.

Exchange Fees and Overall Trading Costs

Number of pages: 24 Posted: 18 Jun 2020 Last Revised: 19 Sep 2023
Marco Di Maggio, Jerry Liu, Savina Rizova and Ryan Wiley
Harvard Business School, Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 842 (57,510)
Citation 3

Abstract:

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

7.
Downloads 652 (80,223)
Citation 4

Reversals and the Returns to Liquidity Provision

Number of pages: 57 Posted: 27 Jan 2023 Last Revised: 23 May 2024
Dimensional Fund Advisors, Dimensional Fund Advisors, Simon Business School, University of Rochester and Dimensional Fund Advisors
Downloads 643 (80,537)
Citation 4

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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 Last Revised: 24 Jun 2023
Dimensional Fund Advisors, Dimensional Fund Advisors, Simon Business School, University of Rochester and Dimensional Fund Advisors
Downloads 9 (1,158,103)
Citation 2
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8.

What Drives Growth for Financial Advisors? Evidence from a Multi-Year Survey

Number of pages: 31 Posted: 02 May 2023 Last Revised: 11 Oct 2023
Dimensional Fund Advisors, Harvard Business School, Dimensional Fund Advisors, Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 511 (108,833)

Abstract:

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Fees, practice management, investment models, financial advisors

9.

Securities Lending by Mutual Funds

Number of pages: 46 Posted: 12 May 2012
Savina Rizova
Dimensional Fund Advisors
Downloads 288 (207,090)
Citation 6

Abstract:

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mutual funds, securities lending

10.

The Expected Returns of Agency MBS

Number of pages: 48 Posted: 17 Oct 2023
Dimensional Fund Advisors, Johns Hopkins University - Carey Business School, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 177 (329,561)

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Fixed income, Mortgage-backed securities, TBA (To-Be-Announced), Systematic investing, Term premiums, Prepayment risk premiums