Aleksandar Andonov

University of Amsterdam

Associate Professor of Finance

Plantage Muidergracht 12

Amsterdam, 1018 TV

Netherlands

http://www.aleksandarandonov.com

SCHOLARLY PAPERS

8

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CITATIONS
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5

Scholarly Papers (8)

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 5,202 (1,269)
Citation 1

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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 3,082 (3,185)
Citation 4

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

3.

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 993 (20,212)

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

4.

The Return Expectations of Institutional Investors

Stanford University Graduate School of Business Research Paper No. 18-5
Number of pages: 60 Posted: 28 Dec 2017 Last Revised: 05 Sep 2018
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and Stanford Graduate School of Business
Downloads 896 (23,501)

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Institutional investors, return expectations, asset allocation, portfolio choice, return extrapolation

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 871 (24,527)

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

Delegated Investment Management in Alternative Assets

Number of pages: 46 Posted: 25 Jun 2014
Aleksandar Andonov
University of Amsterdam
Downloads 191 (148,416)

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institutional investors, alternative assets, investment management, 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 64 (328,894)

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

The Subsidy to Infrastructure as an Asset Class

Stanford University Graduate School of Business Research Paper No. 18-42
Number of pages: 47 Posted: 24 Sep 2018
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam, Luxembourg School of Finance and Stanford Graduate School of Business
Downloads 64 (328,894)

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Infrastructure, Public Pension Funds, Institutional Investors

The Subsidy to Infrastructure as an Asset Class

NBER Working Paper No. w25045
Number of pages: 48 Posted: 17 Sep 2018
Aleksandar Andonov, Roman Kräussl and Joshua D. Rauh
University of Amsterdam, Luxembourg School of Finance and Stanford Graduate School of Business
Downloads 4 (606,557)
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8.

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