Mikko Kauppila

University of Oulu

P.O. Box 4600

Oulu FIN-90014, 90570

Finland

  • University of Oulu

SCHOLARLY PAPERS

7

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Top 23,993

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37

CROSSREF CITATIONS

10

Scholarly Papers (7)

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1.

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

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Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Number of pages: 70 Posted: 22 Jan 2012 Last Revised: 02 Apr 2019
Juha Joenväärä, Mikko Kauppila, Robert Kosowski and Pekka Tolonen
Aalto University School of Business, University of Oulu, Imperial College Business School and University of Oulu
Downloads 3,017 (7,270)
Citation 36

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Hedge fund performance, persistence, sample selection bias, managerial skill

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Critical Finance Review, Forthcoming
Posted: 25 Mar 2019 Last Revised: 02 Apr 2019
Juha Joenväärä, Mikko Kauppila, Robert Kosowski and Pekka Tolonen
Aalto University School of Business, University of Oulu, Imperial College Business School and University of Oulu

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Hedge fund performance, persistence, sample selection bias, managerial skill

2.

Hedge Fund Performance: End of an Era?

Nicolas P.B. Bollen, Juha Joenväärä & Mikko Kauppila (2021) Hedge Fund Performance: End of an Era?, Financial Analysts Journal, 77:3, 109-132, DOI: 10.1080/0015198X.2021.1921564
Number of pages: 43 Posted: 11 Sep 2017 Last Revised: 19 Aug 2021
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 2,098 (13,113)
Citation 15

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hedge fund performance

3.

A Bias-Free Assessment of the Hedge Fund Industry: A New Evaluation of Total Assets, Alphas, and the Flow-Performance Relation

OFR WP 20-01
Number of pages: 70 Posted: 27 Feb 2020 Last Revised: 11 Oct 2023
Daniel Barth, Juha Joenväärä, Mikko Kauppila and Russ Wermers
Board of Governors of the Federal Reserve System, Aalto University School of Business, University of Oulu and University of Maryland - Robert H. Smith School of Business
Downloads 1,353 (25,768)
Citation 1

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hedge funds, net assets, gross assets, strategy, domicile, returns, flows

4.

Information Content of Hedge Fund Equity Option Holdings

Number of pages: 42 Posted: 23 Nov 2016 Last Revised: 29 Sep 2022
Juha Joenväärä, Mikko Kauppila and Pekka Tolonen
Aalto University School of Business, University of Oulu and University of Oulu
Downloads 386 (133,683)

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Hedge Funds, Informed Trading, Option Return Predictability, Leverage

5.

Hedge Fund Tail Risk: Hedging Mechanisms and Performance

Number of pages: 57 Posted: 15 Jan 2015 Last Revised: 21 Sep 2016
Juha Joenväärä and Mikko Kauppila
Aalto University School of Business and University of Oulu
Downloads 358 (145,234)

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hedge fund performance, tail risk, options, hedging, low-risk anomaly

6.

The Decline in Hedge Fund Performance Persistence

Number of pages: 54 Posted: 06 Nov 2023
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 267 (198,426)

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performance persistence, decreasing returns to scale, replication, hedge funds

7.

Hedge Fund Portfolio Selection with Fund Characteristics

Journal of Banking and Finance, Vol. 132, No. 17, 2021
Posted: 11 May 2009 Last Revised: 19 Aug 2021
Juha Joenväärä, Hannu Kahra and Mikko Kauppila
Aalto University School of Business, Estonian Business School, Department of Economics and Finance and University of Oulu

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hedge fund performance, portfolio optimization, fund's characteristics, share restrictions, managerial incentive