Author Page for Markus Ibert

1.

Are Mutual Fund Managers Paid for Investment Skill?

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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

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Abstract:

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

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Abstract:

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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Citation 2

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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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2.

Equity Return Expectations and Portfolios: Evidence from Large Asset Managers

Swedish House of Finance Research Paper No. 21-1

Number of pages: 88 Posted: 14 Jan 2021 Last Revised: 20 Jul 2023

Magnus Dahlquist and Markus Ibert

Stockholm School of Economics and Copenhagen Business School - Department of Finance

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Citation 4

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3.

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

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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: 20 May 2023

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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Abstract:

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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4.

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

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Citation 4

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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

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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

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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

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6.

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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7.

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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8.

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

Markus Ibert

Copenhagen Business School - Department of Finance

Swedish House of Finance

Visiting Research Fellow

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Scholarly Papers (8)

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Are Mutual Fund Managers Paid for Investment Skill?

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Are Mutual Fund Managers Paid for Investment Skill?

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Expectations of Active Mutual Fund Performance

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