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Cristian Ioan Tiu

University at Buffalo

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

238 Jacobs Management Center

Jacobs Hall, North Campus

Buffalo, NY NY 14260

United States

TIAA Institute

TIAA Institute Fellow

8500 Andrew Carnegie Blvd

E3/S8

Charlotte, NC 28262

United States

  • University at Buffalo

  • TIAA Institute

SCHOLARLY PAPERS

10

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Top 6,080

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6,428

CITATIONS
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SSRN RANKINGS

Top 11,499

in Total Papers Citations

35

Scholarly Papers (10)

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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 (8,566)
Citation 3

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Endowment funds, Asset allocation, Return attribution, Investment performance

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 (13,161)
Citation 32

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Hedge funds, Systematic risk, Investment performance

3.

Decentralized Downside Risk Management

Downloads 336 ( 80,156)

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 214 (128,676)

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Risk Management, Asset Allocation, Downside Risk, Endowment Funds

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 122 (210,211)

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Risk Management, Asset Allocation, Downside Risk, Endowment Funds

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 (214,696)

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Disaster, Peso effect, Asset Pricing, Productivity

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 (441,226)

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6.

The Decision to Concentrate: Active Management, Manager Skill, and Portfolio Size

Number of pages: 51 Posted: 07 Sep 2017
Keith C. Brown, Cristian Ioan Tiu and Uzi Yoeli
University of Texas at Austin - Department of Finance, University at Buffalo and University of Texas at Austin - Department of Finance
Downloads 0 (57,911)

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Portfolio Concentration, Manager Selection Skill, Forecast Accuracy

7.

Hedge Fund Flows and Name Gravitas

Number of pages: 47 Posted: 23 Mar 2017 Last Revised: 23 Jan 2018
Juha Joenväärä and Cristian Ioan Tiu
University of Oulu - Economics and University at Buffalo
Downloads 0 (4,171)

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Hedge funds, Semantic content, Flows

8.

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:

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risk management, asset allocation, downside risk, endowment funds

9.

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:

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Risk budgeting, active-passive allocations, investment performance, endowment funds

10.

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

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