Finance Department
Henry B. Tippie College of Business, 108 PBB
Iowa City, IA 52242
United States
https://tippie.uiowa.edu/people/ashish-tiwari
University of Iowa
Portfolio diversification, volatility bounds, mean-variance spanning, regime switching
Predictability, parameter uncertainty, asset allocation, predictive distribution, conditioning information, performance evaluation, market timing
Price Formation, Order driven market, Limit order trading
Sector funds, Sector rotation/timing, Fund Selection Ability, Performance Persistence
CAPM, Heteroskedasticity and autocorrelation robust (HAR) tests, Conventional Wald tests
CAPM, Heteroskedasticity and autocorrelation robust tests, Heteroskedasticity and autocorrelation consistent estimators, Bartlett and Parzen kernels
Mutual Fund Cash Flows, Smart Money, Momentum, Performance of fund investors
Asset pricing, Model pooling, Model combination, Forecasting, Predictive distributions, Log predictive score
Factor Zoo, Anomalies, Stochastic Discount Factor, Bayesian Inference, Machine Learning, Regression Trees
Incentive Contracts, Delegated Portfolio Management, Mutual Funds, Performance Fees
Mutual fund tournaments, implicit incentives, performance chasing, shareholder welfare
Mutual funds, performance evaluation, conditional performance evaluation
Hedge funds, Model pooling, Model combination, Hedge fund replication, Log score
Ambiguity aversion, Mutual fund performance, Investor behavior, Bayesian learning, Flow-performance sensitivity
Price impact, order timing, trading floor
Mutual fund performance, Cross trading, Investment advisers, Brokerage Commissions, Adviser governance
Hedge funds, Model pooling, Model combination, Performance evaluation, Predictive distributions, Log predictive score
Floor trading, Automated trading, Execution costs
Market Liquidity, Funding Liquidity, Hedge Fund Performance, Liquidity Regimes, Regime Switching, Liquidity Spirals
Mutual fund flows, Short-term performance persistence, Fund board quality
Prime Money Market Funds, Intraday Redemptions, Floating NAV, Liquidity Risk, Covid-19, Debt Ceiling Crisis
Mutual Fund Tournaments, Active Share, Downside Risk, Implicit Incentives, Performance Chasing
Delegated Portfolio Management, Incentive Contracts, Hedge Funds, Alternative Investments, Moral Hazard
Fund Flow Diversification, Advisory Fees, Asset Volatility, Fund Family Performance
Mutual fund selection, stock return momentum, investor behavior
Asset Pricing Models, Model Pooling, Log Predictive Score, Return Prediction
mutual fund flows, performance persistence, fund board quality
