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

  • Copenhagen Business School - Department of Finance

  • Swedish House of Finance

SCHOLARLY PAPERS

11

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15

Scholarly Papers (11)

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1.

What Drives Crypto Asset Prices?

Number of pages: 39 Posted: 12 Aug 2024
Austin Adams, Markus Ibert and Gordon Liao
Uniswap Labs, Copenhagen Business School - Department of Finance and Circle Internet Financial
Downloads 7,408 (1,972)

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Cryptocurrency, Macro Finance, Bitcoin, Sign-restricted VAR

2.

In Search of the True Greenium

Number of pages: 93 Posted: 04 Apr 2024 Last Revised: 08 Jan 2025
Marc Eskildsen, Markus Ibert, Theis Ingerslev Jensen and Lasse Heje Pedersen
Copenhagen Business School - Department of Finance, Copenhagen Business School - Department of Finance, Yale University and AQR Capital Management, LLC
Downloads 2,840 (9,793)

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Greenium, cost of capital, ESG, replication, climate, sustainable finance

3.

Equity Return Expectations and Portfolios: Evidence from Large Asset Managers

Swedish House of Finance Research Paper No. 21-1
Number of pages: 99 Posted: 14 Jan 2021 Last Revised: 28 Dec 2023
Magnus Dahlquist and Markus Ibert
Stockholm School of Economics and Copenhagen Business School - Department of Finance
Downloads 1,318 (32,505)
Citation 4

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

4.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 978 (49,921)
Citation 4

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
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 917 (53,658)
Citation 1

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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 2023
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Copenhagen Business School - Department of Finance, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 59 (764,259)

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Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
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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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
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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financial sector income, mutual fund performance, Portfolio manager compensation

5.

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

Downloads 632 (89,082)
Citation 3

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

Swedish House of Finance Research Paper No. 20-4
Number of pages: 109 Posted: 10 Feb 2020 Last Revised: 13 Jan 2024
Magnus Dahlquist, Markus Ibert and Felix Wilke
Stockholm School of Economics, Copenhagen Business School - Department of Finance and Nova School of Business and Economics
Downloads 628 (88,584)
Citation 1

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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 Nova School of Business and Economics
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6.

Institutions' Return Expectations across Assets and Time

Number of pages: 48 Posted: 17 Jun 2024 Last Revised: 13 Nov 2024
Magnus Dahlquist and Markus Ibert
Stockholm School of Economics and Copenhagen Business School - Department of Finance
Downloads 534 (110,114)

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Beliefs, expectations formation, institutional investors G11, G12, H23

7.

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

Downloads 444 (137,686)
Citation 3

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 265 (239,871)
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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?

Journal of Financial Intermediation, Forthcoming
Number of pages: 49 Posted: 19 May 2019 Last Revised: 30 Jan 2023
Markus Ibert
Copenhagen Business School - Department of Finance
Downloads 179 (350,228)
Citation 2

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Mutual fund performance, Fund manager skill, Fund manager ownership

8.

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 329 (192,514)
Citation 1

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

9.

Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures

FEDS Notes No. 2022-08-18
Posted: 25 Aug 2022
Markus Ibert, Benjamin Knox and Francisco Vazquez-Grande
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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10.

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

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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 Last Revised: 05 Apr 2023
Austin Adams and Markus Ibert
Uniswap Labs and Copenhagen Business School - Department of Finance

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11.

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

FEDS Notes No. 2020-10-14-2
Posted: 21 Oct 2020
Andrew Y. Chen, Markus Ibert and Francisco Vazquez-Grande
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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