Aleksandar Andonov

University of Amsterdam

Associate Professor of Finance

Plantage Muidergracht 12

Amsterdam, 1018 TV

Netherlands

http://www.aleksandarandonov.com

  • University of Amsterdam

SCHOLARLY PAPERS

9

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14,914

SSRN CITATIONS
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SSRN RANKINGS

Top 10,415

in Total Papers Citations

68

CROSSREF CITATIONS

50

Scholarly Papers (9)

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1.

Pension Fund Asset Allocation and Liability Discount Rates

Number of pages: 53 Posted: 29 May 2012 Last Revised: 22 Feb 2017
Aleksandar Andonov, Rob Bauer and Martijn Cremers
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads 5,733 (1,932)
Citation 30

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pension funds, defined benefit, regulation, liability discount rates, asset allocation, risk-taking, funding status, governance, board members

2.

Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity

Number of pages: 48 Posted: 14 Jul 2011 Last Revised: 15 Nov 2012
Aleksandar Andonov, Rob Bauer and Martijn Cremers
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads 3,505 (4,515)
Citation 21

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pension fund performance, asset allocation, market timing, security selection, dis-economies of scale, liquidity.

3.

The Return Expectations of Public Pension Funds

Downloads 2,156 ( 9,987)
Citation 10

The Return Expectations of Public Pension Funds

Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 99 Posted: 06 Nov 2019 Last Revised: 02 Oct 2021
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and Stanford Graduate School of Business
Downloads 2,156 (9,809)
Citation 16

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Institutional investors, pension funds, return expectations, asset allocation, extrapolation

The Return Expectations of Public Pension Funds

CEPR Discussion Paper No. DP16635
Number of pages: 102 Posted: 09 Nov 2021
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and Stanford Graduate School of Business
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asset allocation, extrapolation, institutional investors, pension funds, Return Expectations

4.

Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds

Journal of Finance, Forthcoming
Number of pages: 54 Posted: 27 Mar 2016 Last Revised: 19 Nov 2017
Aleksandar Andonov, Yael V. Hochberg and Joshua D. Rauh
University of Amsterdam, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 1,259 (23,072)
Citation 25

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Politicians, Governance, Public Pension Funds, Private Equity, Underperformance, State Officials, Pension Fund Boards

5.

Intermediated Investment Management in Private Markets: Evidence from Pension Fund Investments in Real Estate

Number of pages: 44 Posted: 02 Feb 2012 Last Revised: 30 Aug 2014
Aleksandar Andonov, Piet M. A. Eichholtz and Nils Kok
University of Amsterdam, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 961 (34,031)
Citation 15

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pension fund, real estate, delegated investment management, economies of scale, performance

6.

Institutional Investors and Infrastructure Investing

Downloads 799 ( 43,938)
Citation 2

Institutional Investors and Infrastructure Investing

Stanford University Graduate School of Business Research Paper No. 18-42
Number of pages: 92 Posted: 24 Sep 2018 Last Revised: 15 Mar 2021
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam, Universite du Luxembourg - Department of Finance and Stanford Graduate School of Business
Downloads 764 (45,988)
Citation 1

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Infrastructure, Public Pension Funds, Institutional Investors, ESG regulation

The Subsidy to Infrastructure as an Asset Class

NBER Working Paper No. w25045
Number of pages: 48 Posted: 17 Sep 2018 Last Revised: 08 Jun 2022
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam, Universite du Luxembourg - Department of Finance and Stanford Graduate School of Business
Downloads 35 (614,179)
Citation 1

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Institutional Investors and Infrastructure Investing

CEPR Discussion Paper No. DP15946
Number of pages: 95 Posted: 31 Mar 2021
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam, Universite du Luxembourg - Department of Finance and Stanford Graduate School of Business
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7.

Delegated Investment Management in Alternative Assets

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Citation 4

Delegated Investment Management in Alternative Assets

Number of pages: 53 Posted: 25 Jun 2014 Last Revised: 11 May 2022
Aleksandar Andonov
University of Amsterdam
Downloads 314 (135,234)
Citation 1

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institutional investors, alternative assets, private equity, real estate, hedge funds, commodities, infrastructure, delegation, intermediation

Delegated Investment Management in Alternative Assets

Netspar Discussion Paper No. 03/2014-085
Number of pages: 47 Posted: 13 Mar 2015
Aleksandar Andonov
University of Amsterdam
Downloads 89 (393,630)
Citation 4

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Institutional investors, alternative assets, investment management, delegation, intermediation

8.

Financial Sophistication and Conflicts of Interest in 401(k) Pension Plans

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Apr 2022
Aleksandar Andonov and Mike Qinghao Mao
University of Amsterdam and Deakin University - Faculty of Business and Law
Downloads 98 (367,423)

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401(k) pension plans, trustee, mutual funds, financial literacy.

9.

TIPS, Inflation Expectations, and the Financial Crisis

Financial Analysts Journal, Vol. 66, No. 6, 2010
Posted: 10 Dec 2010 Last Revised: 19 Dec 2010
Aleksandar Andonov, Florian Bardong and Thorsten Lehnert
University of Amsterdam, BlackRock and University of Luxembourg

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TIPS, Inflation Expectations, Survey of Professional Forecasters, Financial Crisis, Fixed Income, Trading Strategies and Their Assessment