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

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 7,356

SSRN RANKINGS

Top 7,356

in Total Papers Downloads

8,515

SSRN CITATIONS
Rank 13,814

SSRN RANKINGS

Top 13,814

in Total Papers Citations

54

CROSSREF CITATIONS

30

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

Scholarly Papers (13)

1.

Raising Capital from Sophisticated Investors: Hedge Fund Flows to Name Gravitas

Number of pages: 53 Posted: 23 Mar 2017 Last Revised: 04 Apr 2022
Juha Joenväärä and Cristian Ioan Tiu
Aalto University School of Business and University at Buffalo
Downloads 3,258 (4,975)

Abstract:

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Saliency bias, Flows, Behavioral biases, Hedge funds

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 1,848 (12,453)
Citation 4

Abstract:

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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 1,407 (18,992)
Citation 55

Abstract:

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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 619 (59,842)
Citation 1

Abstract:

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Portfolio Concentration, Manager Selection Skill, Forecast Accuracy

5.

The Vocabulary of Hedge Funds

Number of pages: 57 Posted: 21 Aug 2019 Last Revised: 28 Jun 2021
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 480 (82,115)

Abstract:

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hedge funds, textual analysis, lexical diversity, vocabulary, linguistic skills, corporate disclosures, cognitive ability, lexical richness

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 227 (183,408)

Abstract:

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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 149 (266,530)

Abstract:

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Risk Management, Asset Allocation, Downside Risk, Endowment Funds

7.

Responsible Investing: Costs and Benefits for University Endowment Funds

Number of pages: 62 Posted: 07 Sep 2019 Last Revised: 23 Mar 2022
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 313 (134,508)
Citation 2

Abstract:

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Endowments, social responsibility, charitable donations, fund performance

8.

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 129 (297,063)
Citation 1

Abstract:

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Disaster, Peso effect, Asset Pricing, Productivity

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 Last Revised: 01 May 2022
Keith C. Brown and Cristian Ioan Tiu
University of Texas at Austin - Department of Finance and University at Buffalo
Downloads 63 (462,308)
Citation 6

Abstract:

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10.

COVID-19 and the Illusion of Productivity

Number of pages: 33 Posted: 19 Apr 2022
Yuxiang Jiang, Dominik Rösch, Ruijie Liu and Cristian Ioan Tiu
Southwestern University of Finance and Economics (SWUFE), State University of New York at Buffalo - School of Management, Southwestern University of Finance and Economics (SWUFE) and University at Buffalo
Downloads 22 (670,699)

Abstract:

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COVID-19, productivity, inequality, behavioral

11.

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

12.

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

13.

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

Posted: 13 Feb 2001
Cristian Ioan Tiu
University at Buffalo

Abstract:

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