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

12

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7,545

SSRN CITATIONS
Rank 13,512

SSRN RANKINGS

Top 13,512

in Total Papers Citations

47

CROSSREF CITATIONS

27

Ideas:
“  Organic benchmarks for university endowments ...  ”

  • University at Buffalo

  • TIAA Institute

Scholarly Papers (12)

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1.

Hedge Fund Flows and Name Gravitas

Number of pages: 52 Posted: 23 Mar 2017 Last Revised: 20 Nov 2018
Juha Joenväärä and Cristian Ioan Tiu
Aalto University School of Business and University at Buffalo
Downloads 2,972 (4,097)

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Hedge funds, Semantic content, Flows

2.

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 1,771 (9,734)
Citation 5

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Endowment funds, Asset allocation, Return attribution, Investment performance

3.

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 1,335 (15,265)
Citation 46

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Hedge funds, Systematic risk, Investment performance

4.

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 556 (52,392)
Citation 1

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Portfolio Concentration, Manager Selection Skill, Forecast Accuracy

5.

Decentralized Downside Risk Management

Downloads 352 ( 91,072)

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 221 (148,161)

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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 131 (234,490)

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Risk Management, Asset Allocation, Downside Risk, Endowment Funds

6.

Text Sophistication and Sophisticated Investors

Number of pages: 57 Posted: 21 Aug 2019 Last Revised: 03 Feb 2020
Juha Joenväärä, Jari Karppinen, Melvyn Teo and Cristian Ioan Tiu
Aalto University School of Business, University of Oulu, Singapore Management University - Lee Kong Chian School of Business and University at Buffalo
Downloads 307 (105,993)

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hedge funds, textual analysis, text sophistication, lexical diversity, syntactic complexity, vocabulary

7.

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 121 (248,153)
Citation 1

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Disaster, Peso effect, Asset Pricing, Productivity

8.

Socially Responsible Investments: Costs and Benefits for University Endowment Funds

Number of pages: 55 Posted: 07 Sep 2019 Last Revised: 09 Dec 2019
George O. Aragon, Yuxiang Jiang, Juha Joenväärä and Cristian Ioan Tiu
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 84 (317,000)

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Endowments, socially responsible investing, charitable donations

9.

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 47 (425,734)
Citation 3

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10.

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

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risk management, asset allocation, downside risk, endowment funds

11.

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

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

12.

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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