Markus Ibert

Copenhagen Business School - Department of Finance

Solbjerg Plads 3, SOL/A4.17

Copenhagen, Frederiksberg 2000

Swedish House of Finance

Visiting Research Fellow

Drottninggatan 98

Stockholm, 11160

Sweden

SCHOLARLY PAPERS

8

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2,217

SSRN CITATIONS
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Top 15,488

in Total Papers Citations

44

CROSSREF CITATIONS

28

Scholarly Papers (8)

1.
Downloads 835 ( 42,088)
Citation 17

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017 Last Revised: 14 May 2022
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Citation 7
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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Citation 1
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financial sector income, mutual fund performance, Portfolio manager compensation

2.

Equity Return Expectations and Portfolios: Evidence from Large Asset Managers

Swedish House of Finance Research Paper No. 21-1
Number of pages: 68 Posted: 14 Jan 2021 Last Revised: 12 Sep 2022
Magnus Dahlquist and Markus Ibert
Stockholm School of Economics and Copenhagen Business School - Department of Finance
Downloads 464 (89,150)

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Asset management, beliefs, expectations formation, semi-elasticity of demand

What Do Mutual Fund Managers' Private Portfolios Tell Us About Their Skills?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 21 Nov 2017 Last Revised: 08 Nov 2018
Markus Ibert
Copenhagen Business School - Department of Finance
Downloads 235 (184,238)
Citation 1

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Mutual fund performance, Fund manager skill, Fund manager ownership

What Do Mutual Fund Managers' Private Portfolios Tell Us About Their Skills?

Number of pages: 51 Posted: 19 May 2019 Last Revised: 11 Oct 2021
Markus Ibert
Copenhagen Business School - Department of Finance
Downloads 100 (370,961)
Citation 2

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Mutual fund performance, Fund manager skill, Fund manager ownership

Are Subjective Expectations Formed as in Rational Expectations Models of Active Management?

Swedish House of Finance Research Paper No. 20-4
Number of pages: 107 Posted: 10 Feb 2020 Last Revised: 07 Jul 2022
Magnus Dahlquist, Markus Ibert and Felix Wilke
Stockholm School of Economics, Copenhagen Business School - Department of Finance and Stockholm School of Economics
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Alpha, expectations formation, mutual funds

Expectations of Active Mutual Fund Performance

CEPR Discussion Paper No. DP15548
Number of pages: 68 Posted: 23 Dec 2020
Magnus Dahlquist, Markus Ibert and Felix Wilke
Stockholm School of Economics, Copenhagen Business School - Department of Finance and Stockholm School of Economics
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5.

Firm Fundamentals and Realized Factor Betas

Swedish House of Finance Research Paper No. 17-14
Number of pages: 40 Posted: 02 Aug 2017 Last Revised: 15 Aug 2017
Michael Halling, Markus Ibert and Martin Lenz
University of Luxembourg, Copenhagen Business School - Department of Finance and Union Investment
Downloads 282 (154,317)
Citation 1

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Asset Pricing, Time-Varying Betas, Factor Models, Firm Fundamentals

6.

Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures

FEDS Notes No. 2022-08-18
Posted: 25 Aug 2022
Copenhagen Business School - Department of Finance, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Runs on Algorithmic Stablecoins: Evidence from Iron, Titan, and Steel

FEDS Notes No. 2022-06-02
Posted: 24 Jun 2022
Austin Adams and Markus Ibert
Independent and Copenhagen Business School - Department of Finance

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Runs on Algorithmic Stablecoins: Evidence from Iron, Titan, and Steel

FEDS Notes No. 2022-06-02
Posted: 10 Jun 2022
Austin Adams and Markus Ibert
Independent and Copenhagen Business School - Department of Finance

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8.

The Stock Market–Real Economy "Disconnect": A Closer Look

FEDS Notes No. 2020-10-14-2
Posted: 21 Oct 2020
Board of Governors of the Federal Reserve System, Copenhagen Business School - Department of Finance and Board of Governors of the Federal Reserve System

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