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

DOWNLOADS
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Top 8,642

in Total Papers Downloads

9,326

SSRN CITATIONS

75

CROSSREF CITATIONS

29

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

  • University at Buffalo

  • TIAA Institute

Scholarly Papers (12)

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1.

Raising Capital from Not-So-Sophisticated Investors: Hedge Fund Flows to Name Gravitas

Number of pages: 59 Posted: 23 Mar 2017 Last Revised: 02 Feb 2023
Juha Joenväärä and Cristian Ioan Tiu
Aalto University School of Business and University at Buffalo
Downloads 3,432 (5,963)

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Salience 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 1,916 (15,087)
Citation 4

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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 1,450 (23,132)
Citation 55

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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 690 (65,763)
Citation 1

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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 575 (82,716)
Citation 1

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

6.

Responsible Investing: Costs and Benefits for University Endowment Funds

Number of pages: 64 Posted: 07 Sep 2019 Last Revised: 26 Jul 2023
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 500 (98,089)
Citation 2

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Endowments, social responsibility, charitable donations, fund performance

7.

Decentralized Downside Risk Management

Downloads 423 (119,678)

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 245 (213,158)

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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 178 (287,085)

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Risk Management, Asset Allocation, Downside Risk, Endowment Funds

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 146 (339,491)
Citation 1

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Disaster, Peso effect, Asset Pricing, Productivity

9.

COVID-19: An Illusion of Productivity and a Reality of Inequality

Number of pages: 67 Posted: 19 Apr 2022 Last Revised: 21 Sep 2023
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 115 (406,867)

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COVID-19, productivity, inequality, behavioral

10.

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 79 (520,671)
Citation 12

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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

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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

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