Ravi Sastry

University of Melbourne - Department of Finance

Level 12

198 Berkeley Street

Victoria 3010

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 44,799

SSRN RANKINGS

Top 44,799

in Total Papers Downloads

969

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Heuristic Fund Allocation Decisions

8th Miami Behavioral Finance Conference 2017, University of Miami Business School Research Paper No. 2869426
Number of pages: 47 Posted: 15 Nov 2016 Last Revised: 13 Feb 2020
University of Miami, University of Miami - Miami Herbert Business School, University of Miami - Department of Finance and University of Melbourne - Department of Finance
Downloads 276 (114,661)

Abstract:

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heuristics, mutual fund flows, sector funds, sophistication, model uncertainty

2.

The Cross-Section of Investing Skill

Number of pages: 63 Posted: 29 May 2013 Last Revised: 28 Sep 2013
Ravi Sastry
University of Melbourne - Department of Finance
Downloads 200 (157,644)
Citation 3

Abstract:

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mutual fund, performance evaluation, superstars, Bayesian analysis

3.

Direct Information Epidemics and Broadcasts: Implications for Asset Prices, Returns, and Volume

Number of pages: 34 Posted: 15 May 2014 Last Revised: 27 Nov 2014
Ravi Sastry, James L. Smith and Rex Thompson
University of Melbourne - Department of Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 82 (311,866)

Abstract:

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learning, epidemics, informed trading

4.

Strategic Trading with Risk Aversion and Information Flow

Number of pages: 32 Posted: 21 Mar 2016 Last Revised: 28 Oct 2018
Ravi Sastry and Rex Thompson
University of Melbourne - Department of Finance and affiliation not provided to SSRN
Downloads 79 (318,780)
Citation 1

Abstract:

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informed trading, risk aversion, price efficiency, information flow, limits to arbitrage

5.

Efficient Factor Identification

Number of pages: 27 Posted: 24 Jan 2015 Last Revised: 14 Oct 2015
Ravi Sastry
University of Melbourne - Department of Finance
Downloads 69 (344,061)

Abstract:

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factor models, stochastic discount factor, multivariate Sharpe ratio

6.

Assessing Performance Assessment

Number of pages: 24 Posted: 26 Jul 2018 Last Revised: 31 Oct 2018
Ravi Sastry
University of Melbourne - Department of Finance
Downloads 40 (440,142)

Abstract:

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mutual funds, hedge funds, performance evaluation, low power

7.

Quantifying Tail Risk in Hedge Funds

Columbia Business School Research Paper No. 13-35
Number of pages: 42 Posted: 16 May 2013
Mattia Landoni and Ravi Sastry
Southern Methodist University (SMU) - Finance Department and University of Melbourne - Department of Finance
Downloads 223

Abstract:

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hedge funds, tail risk, worst-case loss, extreme value theory