Ravi Sastry

University of Melbourne - Department of Finance

Level 12

198 Berkeley Street

Victoria 3010

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

1,260

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (8)

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 326 (133,029)

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

2.

Quantifying Tail Risk in Hedge Funds

Columbia Business School Research Paper No. 13-35
Number of pages: 42 Posted: 16 May 2013 Last Revised: 23 Feb 2020
Mattia Landoni and Ravi Sastry
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Melbourne - Department of Finance
Downloads 271 (161,144)

Abstract:

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

3.

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 220 (197,241)
Citation 3

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mutual fund, performance evaluation, superstars, Bayesian analysis

4.

Shooting for the Stars: An Analysis of the Morningstar Ratings

Number of pages: 24 Posted: 26 Jul 2018 Last Revised: 29 Apr 2020
Ravi Sastry
University of Melbourne - Department of Finance
Downloads 111 (344,031)

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MRAR, MPPM, mutual funds, hedge funds, ranks

5.

Strategic Trading with Risk Aversion and Information Flow

Journal of Financial Markets, Vol. 44, 2019
Number of pages: 32 Posted: 21 Mar 2016 Last Revised: 24 Feb 2020
Ravi Sastry and Rex Thompson
University of Melbourne - Department of Finance and affiliation not provided to SSRN
Downloads 111 (344,031)
Citation 4

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

6.

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 92 (388,723)

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learning, epidemics, informed trading

7.

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 77 (432,172)

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factor models, stochastic discount factor, multivariate Sharpe ratio

8.

Forecasting the Australian Yield Curve

Australasian Journal of Applied Finance, Issue 3, 2019
Number of pages: 12 Posted: 19 Mar 2020
University of Melbourne - Department of Finance, Government of Victoria - Department of Treasury and Finance, Government of Victoria - Department of Treasury and Finance and University of Melbourne - Department of Finance
Downloads 52 (525,191)

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forecasting, term structure, Australian government bonds