Aleksandar Andonov

Erasmus University Rotterdam, Erasmus School of Economics

Assistant Professor in Finance

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

6

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CITATIONS
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5

Scholarly Papers (6)

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
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads 4,465 (1,332)
Citation 1

Abstract:

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
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads 2,806 (3,034)
Citation 4

Abstract:

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

3.

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
Erasmus University Rotterdam, Erasmus School of Economics, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 698 (22,931)

Abstract:

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
Erasmus University Rotterdam, Erasmus School of Economics
Downloads 157 (154,378)

Abstract:

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
Erasmus University Rotterdam, Erasmus School of Economics
Downloads 50 (327,758)

Abstract:

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

5.

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

Rock Center for Corporate Governance at Stanford University Working Paper No. 226
Number of pages: 69 Posted: 27 Mar 2016 Last Revised: 25 Apr 2017
Aleksandar Andonov, Yael V. Hochberg and Joshua D. Rauh
Erasmus University Rotterdam, Erasmus School of Economics, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 0 (37,203)

Abstract:

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

6.

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
Erasmus University Rotterdam, Erasmus School of Economics, BlackRock and Maastricht University - Limburg Institute of Financial Economics (LIFE)

Abstract:

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