Author Page for Cristian Ioan Tiu

1.

The Troves of Academe: Asset Allocation, Risk Budgeting, and the Investment Performance of University Endowment Funds

McCombs Research Paper Series No. FIN-03-07

Number of pages: 58 Posted: 23 Apr 2007 Last Revised: 14 Jul 2008

Keith C. Brown, Cristian Ioan Tiu and Lorenzo Garlappi

University of Texas at Austin - Department of Finance, University at Buffalo and University of British Columbia (UBC) - Sauder School of Business

Downloads 1,503 (8,043)

Citation 3

Abstract:

2.

Do the Best Hedge Funds Hedge?

AFA 2009 San Francisco Meetings Paper

Number of pages: 46 Posted: 20 Mar 2008 Last Revised: 19 Dec 2008

Sheridan Titman and Cristian Ioan Tiu

University of Texas at Austin - Department of Finance and University at Buffalo

Downloads 1,156 (12,356)

Citation 30

Abstract:

3.

Decentralized Downside Risk Management

Downloads 334 ( 73,589)

2

Decentralized Downside Risk Management

Number of pages: 44 Posted: 18 Dec 2008 Last Revised: 11 Jan 2009

Andrea Reed, Cristian Ioan Tiu and Uzi Yoeli

Perella Weinberg Partners, University at Buffalo and University of Texas at Austin - Department of Finance

Downloads 213 (118,549)

Abstract:

Decentralized Downside Risk Management

Number of pages: 44 Posted: 25 Mar 2009

Andrea Reed, Cristian Ioan Tiu and Uzi Yoeli

Perella Weinberg Partners, University at Buffalo and University of Texas at Austin - Department of Finance

Downloads 121 (194,883)

Abstract:

4.

Asset Pricing with Endogenous Disasters

AFA 2009 San Francisco Meetings Paper

Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 31 Dec 2009

Cristian Ioan Tiu and Uzi Yoeli

University at Buffalo and University of Texas at Austin - Department of Finance

Downloads 113 (197,847)

Abstract:

5.

The Interaction of Spending Policies, Asset Allocation Strategies, and Investment Performance at University Endowment Funds

NBER Working Paper No. w19517

Number of pages: 63 Posted: 12 Oct 2013

Keith C. Brown and Cristian Ioan Tiu

University of Texas at Austin - Department of Finance and University at Buffalo

Downloads 14 (435,830)

Abstract:

6.

Hedge Fund Flows and Name Gravitas

Number of pages: 48 Posted: 23 Mar 2017 Last Revised: 30 Apr 2017

Juha Joenväärä and Cristian Ioan Tiu

University of Oulu and University at Buffalo

Downloads 0 (4,728)

Abstract:

7.

Decentralized Downside Risk Management

Journal of Investment Management (JOIM), First Quarter 2011

Posted: 09 Apr 2011

Andrea Reed, Cristian Ioan Tiu and Uzi Yoeli

affiliation not provided to SSRN, University at Buffalo and University of Texas at Austin - Department of Finance

Abstract:

8.

Do Endowment Funds Select the Optimal Mix of Active and Passive Risks?

Journal of Investment Management (JOIM), First Quarter 2010

Posted: 13 Mar 2010 Last Revised: 03 Jun 2010

Keith C. Brown and Cristian Ioan Tiu

University of Texas at Austin - Department of Finance and University at Buffalo

Abstract:

9.

On Level Curves of Value Functions in Optimization Models of Expected Utility

Mathematical Finance, Vol. 10, Issue 2, April 2000

Posted: 13 Feb 2001

Cristian Ioan Tiu

University at Buffalo

Cristian Ioan Tiu

University at Buffalo

Associate Professor, Dean's Faculty Fellow, Chair of Department of Finance

TIAA Institute

TIAA Institute Fellow

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Scholarly Papers (9)

The Troves of Academe: Asset Allocation, Risk Budgeting, and the Investment Performance of University Endowment Funds

Abstract:

Do the Best Hedge Funds Hedge?

Abstract:

Decentralized Downside Risk Management

Decentralized Downside Risk Management

Abstract:

Decentralized Downside Risk Management

Abstract:

Asset Pricing with Endogenous Disasters

Abstract:

The Interaction of Spending Policies, Asset Allocation Strategies, and Investment Performance at University Endowment Funds

Abstract:

Hedge Fund Flows and Name Gravitas

Abstract:

Decentralized Downside Risk Management

Abstract:

Do Endowment Funds Select the Optimal Mix of Active and Passive Risks?

Abstract:

On Level Curves of Value Functions in Optimization Models of Expected Utility

Abstract:

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