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

8

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CITATIONS
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5

Scholarly Papers (8)

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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 5,288 (1,306)
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 3,144 (3,249)
Citation 4

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

3.

The Return Expectations of Institutional Investors

Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 59 Posted: 28 Dec 2017 Last Revised: 15 Mar 2019
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and Stanford Graduate School of Business
Downloads 1,083 (18,678)

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

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 1,048 (19,577)

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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 889 (25,029)

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

6.

Delegated Investment Management in Alternative Assets

Downloads 272 (109,410)

Delegated Investment Management in Alternative Assets

Number of pages: 46 Posted: 25 Jun 2014
Aleksandar Andonov
University of Amsterdam
Downloads 204 (145,447)

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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 68 (330,955)

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

7.

The Subsidy to Infrastructure as an Asset Class

Downloads 163 (179,083)

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 156 (186,206)

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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 7 (610,994)
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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