Cristian Ioan Tiu

SUNY at Buffalo

Assistant Professor

Jacobs Management Center

Buffalo, NY 14222

United States

University of Texas at Austin - Department of Finance

Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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in Total Papers Downloads

3,280

CITATIONS
Rank 12,365

SSRN RANKINGS

Top 12,365

in Total Papers Citations

32

Scholarly Papers (8)

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, SUNY at Buffalo and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,503 (7,740)
Citation 3

Abstract:

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 SUNY at Buffalo
Downloads 1,156 (11,982)
Citation 29

Abstract:

Hedge funds, Systematic risk, Investment performance

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, SUNY at Buffalo and University of Texas at Austin - Department of Finance
Downloads 212 (113,338)

Abstract:

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, SUNY at Buffalo and University of Texas at Austin - Department of Finance
Downloads 119 (188,078)

Abstract:

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
SUNY at Buffalo and University of Texas at Austin - Department of Finance
Downloads 113 (188,495)

Abstract:

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 SUNY at Buffalo
Downloads 14 (441,482)

Abstract:

6.

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

Abstract:

risk management, asset allocation, downside risk, endowment funds

7.

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 SUNY at Buffalo

Abstract:

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

8.

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
SUNY at Buffalo

Abstract: