Emil Siriwardane

Harvard Business School - Finance Unit

Assistant Professor

Boston, MA 02163

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

12

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4,899

SSRN CITATIONS
Rank 11,121

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Top 11,121

in Total Papers Citations

65

CROSSREF CITATIONS

44

Scholarly Papers (12)

How Do Private Equity Fees Vary Across Public Pensions?

Number of pages: 65 Posted: 24 Feb 2020 Last Revised: 15 Mar 2022
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 722 (49,642)
Citation 2

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Pension Funds, Private Equity, Fee Dispersion, Search and Negotiation Frictions

How Do Private Equity Fees Vary Across Public Pensions?

NBER Working Paper No. w29887
Number of pages: 64 Posted: 28 Mar 2022 Last Revised: 27 Jun 2022
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 6 (864,155)
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How Do Private Equity Fees Vary Across Public Pensions?

CEPR Discussion Paper No. DP15883
Number of pages: 55 Posted: 15 Mar 2021
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 1 (932,336)
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2.

Structural GARCH: The Volatility-Leverage Connection

Harvard Business School Finance Working Paper No. 16-009
Number of pages: 62 Posted: 21 Apr 2015 Last Revised: 28 Oct 2016
Robert F. Engle and Emil Siriwardane
New York University (NYU) - Department of Finance and Harvard Business School - Finance Unit
Downloads 678 (54,684)
Citation 7

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GARCH, Leverage, Credit Risk, Systemic Risk, SRISK, Structural Models of Credit, Leverage Effect

3.

Limited Investment Capital and Credit Spreads

Harvard Business School Finance Working Paper No. 16-007, Journal of Finance, Forthcoming
Number of pages: 57 Posted: 25 Mar 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 607 (62,984)
Citation 63

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credit default swaps, credit risk, intermediary based asset pricing, slow moving capital, limited risk bearing capacity

4.

The Probability of Rare Disasters: Estimation and Implications

Harvard Business School Finance Working Paper No. 16-061
Number of pages: 82 Posted: 25 Mar 2015 Last Revised: 10 Nov 2015
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 509 (78,502)
Citation 11

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disaster risk, rare events, option pricing, pricing of disaster risk

Financial Market Risk Perceptions and the Macroeconomy

Harvard Business School Finance Working Paper No. 17-040
Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 06 Sep 2019
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 466 (86,548)

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risk-centric business cycles, cross-section of equities, real risk-free rate, real investment

Financial Market Risk Perceptions and the Macroeconomy

NBER Working Paper No. w26290
Number of pages: 65 Posted: 23 Sep 2019 Last Revised: 02 May 2022
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 23 (700,019)
Citation 7

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6.

An Empirical Guide to Investor-Level Private Equity Data from Preqin

Number of pages: 33 Posted: 18 Feb 2021
Stanford University - Graduate School of Business, Stanford Graduate School of Business, Harvard Business School - Finance Unit and Stanford University - Graduate School of Business
Downloads 406 (102,454)
Citation 2

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Private equity returns, Preqin data

7.

Segmented Arbitrage

Number of pages: 51 Posted: 10 Nov 2021
Emil Siriwardane, Aditya Sunderam and Jonathan Wallen
Harvard Business School - Finance Unit, Harvard University and Harvard Business School
Downloads 360 (117,496)

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arbitrage; segmentation; intermediary-based asset pricing

8.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018 Last Revised: 28 May 2021
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management, Government of the United States of America - Office of Financial Research and Harvard Business School - Finance Unit
Downloads 336 (126,712)
Citation 10

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OTC markets, networks, intermediaries, dealers, systemic risk, credit default swaps

9.

Scenario Generation for Long-Run Interest Rate Risk Assessment

Number of pages: 42 Posted: 14 Sep 2016 Last Revised: 04 Nov 2016
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University (NYU) - Department of Finance, McGill University - Desautels Faculty of Management and Harvard Business School - Finance Unit
Downloads 262 (163,840)
Citation 3

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Interest Rate Forecast, Regime Switching, Factor Model

10.

Limited Investment Capital and Credit Spreads - Online Appendix

Harvard Business School Finance Working Paper No. 16-008
Number of pages: 43 Posted: 22 Jul 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 251 (170,919)
Citation 1

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11.

Unpacking the Rise in Alternatives

Stanford University Graduate School of Business Research Paper
Number of pages: 41 Posted: 11 May 2022
Juliane Begenau, Emil Siriwardane and Pauline Liang
Stanford University - Graduate School of Business, Harvard Business School - Finance Unit and Stanford Graduate School of Business
Downloads 233 (183,506)

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Public Pensions, Private Equity, Alternatives, Underfunding, Beliefs, Reaching for Yield

12.

A Measure of Risk Appetite for the Macroeconomy

NBER Working Paper No. w24529
Number of pages: 55 Posted: 23 Apr 2018 Last Revised: 09 Jan 2022
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 39 (578,226)

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