Aleksandar Andonov

University of Amsterdam and CEPR

Associate Professor of Finance

Plantage Muidergracht 12

Amsterdam, 1018 TV

Netherlands

http://www.aleksandarandonov.com

  • University of Amsterdam and CEPR

SCHOLARLY PAPERS

13

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18,813

TOTAL CITATIONS
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Top 6,286

in Total Papers Citations

203

Scholarly Papers (13)

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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 and CEPR, Maastricht University and University of Notre Dame
Downloads 6,018 (2,766)
Citation 72

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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 and CEPR, Maastricht University and University of Notre Dame
Downloads 3,860 (5,919)
Citation 23

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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 2,510 (11,781)
Citation 44

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 CEPR and Stanford Graduate School of Business
Downloads 2,507 (11,586)
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 CEPR and Stanford Graduate School of Business
Downloads 3 (1,318,323)
Citation 28
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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 and CEPR, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 1,549 (25,237)
Citation 25

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

5.

Institutional Investors and Infrastructure Investing

Downloads 1,310 (32,336)
Citation 7

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 and CEPR, Bayes Business School (formerly Cass) and Stanford Graduate School of Business
Downloads 1,196 (36,270)
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 2023
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam and CEPR, Bayes Business School (formerly Cass) and Stanford Graduate School of Business
Downloads 107 (526,240)
Citation 2

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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 and CEPR, Bayes Business School (formerly Cass) and Stanford Graduate School of Business
Downloads 7 (1,277,152)
Citation 4
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6.

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 and CEPR, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and School of Business and Economics, Maastricht University
Downloads 1,032 (45,605)
Citation 15

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

7.

The Shifting Finance of Electricity Generation

Downloads 868 (57,955)
Citation 4

The Shifting Finance of Electricity Generation

Stanford University Graduate School of Business Research Paper No. 4287123
Number of pages: 87 Posted: 07 Dec 2022 Last Revised: 20 Sep 2024
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and CEPR and Stanford Graduate School of Business
Downloads 855 (58,236)
Citation 3

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innovation, ownership, private equity, power plants, utilities, electricity, regulation, energy

The Shifting Finance of Electricity Generation

NBER Working Paper No. w32733
Number of pages: 84 Posted: 23 Jul 2024
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and CEPR and Stanford Graduate School of Business
Downloads 13 (1,197,386)
Citation 1
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8.

Choosing Pension Fund Investment Consultants

Number of pages: 87 Posted: 28 Dec 2022 Last Revised: 17 Jan 2025
Aleksandar Andonov, Matteo Bonetti and Irina Stefanescu
University of Amsterdam and CEPR, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 689 (78,631)
Citation 5

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consultants, intermediation, asset allocation, private equity, pension funds

9.

Delegated Investment Management in Alternative Assets

Downloads 562 (101,905)
Citation 8

Delegated Investment Management in Alternative Assets

Number of pages: 53 Posted: 25 Jun 2014 Last Revised: 11 May 2022
Aleksandar Andonov
University of Amsterdam and CEPR
Downloads 398 (152,461)
Citation 4

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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 and CEPR
Downloads 164 (372,887)
Citation 4

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

10.

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 CEPR and Deakin University - Faculty of Business and Law
Downloads 201 (311,063)

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

11.

Target Date Funds and International Capital Flows

Number of pages: 74 Posted: 18 Feb 2024 Last Revised: 13 Nov 2024
Aleksandar Andonov, Esther Eiling and Danjun Xu
University of Amsterdam and CEPR, University of Amsterdam - Amsterdam Business School and University of Amsterdam - Amsterdam Business School
Downloads 174 (356,233)

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mutual fund flows, life-cycle models, portfolio rebalancing, exchange rates, target date funds

12.

Do Development Financial Institutions Create Impact through Venture Capital Investments?

Number of pages: 66 Posted: 21 Jan 2025
Aleksandar Andonov, Andy Li and Paul Smeets
University of Amsterdam and CEPR, University of Amsterdam and University of Amsterdam
Downloads 40 (876,062)

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Development Financial Institutions, DFIs, Venture Capital, Entrepreneurship, Impact Investing

13.

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 and CEPR, 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