Dean Leistikow

Fordham University - Finance Area

33 West 60th Street

New York, NY 10023

United States

SCHOLARLY PAPERS

28

DOWNLOADS

431

SSRN CITATIONS
Rank 46,737

SSRN RANKINGS

Top 46,737

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (28)

1.

Unearned Performance Fees

Journal of Business Finance & Accounting, 1996 v23(7), 1033-1042
Number of pages: 10 Posted: 14 May 2008 Last Revised: 07 Oct 2013
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 79 (307,692)
Citation 1

Abstract:

Loading...

performance fee investment management

2.

Closed-End Fund Discounts and Expected Investment Performance

The Financial Review, 39 (2004) 179-202
Number of pages: 25 Posted: 07 Oct 2013
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 67 (337,485)

Abstract:

Loading...

closed end fund discounts, performance

3.

Stochastic Portfolio Theory and the Low Beta Anomaly

Number of pages: 47 Posted: 15 Nov 2018
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area
Downloads 60 (357,040)

Abstract:

Loading...

Low Beta Anomaly, Stochastic Portfolio Theory, Low Volatility Anomaly

4.

Carry Costs and Futures Hedge Calculations

Advances in Investment Analysis and Portfolio Management, Vol. 6, pp. 1-34, 2014, Fordham University Schools of Business Research Paper No. 2694867
Number of pages: 34 Posted: 25 Nov 2015
Robert Ferguson, Dean Leistikow and Steven B. Raymar
AnswersToGo, Fordham University - Finance Area and Fordham University - Finance Area
Downloads 50 (388,754)

Abstract:

Loading...

Futures Hedge Ratio, Hedge Profits, Hedge Effectiveness

5.

Valuing Investment Management Fees, Active Portfolio Management, and Closed-End Fund Discounts

Fordham University Schools of Business Research Paper No. 2738100
Number of pages: 37 Posted: 27 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 36 (441,217)

Abstract:

Loading...

Risk-Neutral Valuation, Investment Management Fees, Active Management, Closed-End Fund Discounts

6.

Is the Insurance Business Viable?

Financial Analysts Journal, Vol. 59, No. 3, 2003, Fordham University Schools of Business Research Paper No. 2737387
Number of pages: 12 Posted: 25 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson, Dean Leistikow and John R. Powers
AnswersToGo, Fordham University - Finance Area and Corporate Communication Resources Inc.
Downloads 26 (488,462)

Abstract:

Loading...

Insurance, government regulation, stock valuation, investment analysis, insolvency, health insurance, medicare

7.

Futures Hedge Profit Measurement Error-Correction Model vs. Regression Approach Hedge Ratios, and Data Error Effects

Financial Management, Vol. 28, No. 4, Winter 1999
Number of pages: 10 Posted: 24 Jun 2017
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 23 (505,075)

Abstract:

Loading...

futures, hedge ratio, error-correction, data error effects, hedge ratio estimation

8.

The Search for the Best Financial Performance Measure: Basics are Better

Number of pages: 11 Posted: 22 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 21 (516,814)
Citation 1

Abstract:

Loading...

EVA, REVA, financial analysis, investment analysis, corporate management

9.

Problems with Health Insurance

Financial Analysts Journal, Vol. 56, No. 6, 2000, Fordham University Schools of Business Research Paper No. 2742930
Number of pages: 16 Posted: 07 Mar 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 20 (522,664)

Abstract:

Loading...

stock analysis, fundamental investing, health insurance, medicare, medicaid, insolvency

10.

On the Risk of Stocks in the Long Run: A Comment

Number of pages: 6 Posted: 29 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 15 (552,136)

Abstract:

Loading...

long run risk, investment analysis

11.

Long-Run Investment Management Fee Incentives and Discriminating between Talented and Untalented Managers

“Long-Run Investment Management Fee Incentives and Discriminating Between Talented and Untalented Managers”, Journal of Investment Management, 2003, v1(4), 1-26., Fordham University Schools of Business Research Paper No. 2737409
Number of pages: 26 Posted: 25 Feb 2016 Last Revised: 26 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 13 (564,301)

Abstract:

Loading...

Investment Management Fee Incentives, Investment Management, Investment Performance Measurement, active management

12.

Spot Asset Carry Cost Rates and Futures Hedge Ratios

Number of pages: 24 Posted: 17 May 2019
Dean Leistikow, Ren-Raw Chen and Yuewu Xu
Fordham University - Finance Area, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 11 (576,849)
Citation 2

Abstract:

Loading...

carry cost rate, hedge ratio

13.

How Investment Management Fees Hurt Investors

Number of pages: 35 Posted: 25 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 10 (583,212)

Abstract:

Loading...

investment performance, investment management fees, performance fees, investment management fee incentives

14.

The Effect of Value Estimation Errors on Portfolio Growth Rates

Journal of Investing, 2009, https://doi.org/10.3905/JOI.2009.18.2.069
Posted: 22 May 2019
Robert Ferguson, Dean Leistikow, Joel Rentzler and Susana Yu
AnswersToGo, Fordham University - Finance Area, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

Loading...

portfolio growth rate, estimation error

15.

Chicken Little Gets it Wrong Again

Journal of Portfolio Management, Vol. 40, Spring 2014, Fordham University Schools of Business Research Paper No. 2694861, https://doi.org/10.3905/jpm.2014.40.3.077
Posted: 21 May 2019
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area

Abstract:

Loading...

alpha, active management, high correlation

16.

Are Regression Approach Futures Hedge Ratios Stationary?

The Journal of Futures Markets, Vol 18, No. 7, 851-866 (1998)
Posted: 29 Aug 2017
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area

Abstract:

Loading...

futures, hedge ratio

17.

What's the Big Deal About Risk Parity?

Journal of Asset Management, September 2017, v(18)5, 341-346
Posted: 26 Jul 2017
Florida Atlantic University, AnswersToGo, Fordham University - Finance Area and Independent

Abstract:

Loading...

risk parity, risk, portfolio optimization, Sharpe ratio

18.

Valuing Active Managers, Fees, and Fund Discounts

Financial Analysts Journal, Vol. 57, No. 3, 2001, Fordham University Schools of Business Research Paper No. 2737415
Posted: 25 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area

Abstract:

Loading...

closed end fund discounts, investment management fees, active management, portfolio management

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Journal of Investing, Vol. 18, No. 3, 2009
Posted: 10 Jan 2011
Robert Ferguson, Dean Leistikow and Susana Yu
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

Loading...

Modern Portfolio Theory

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Posted: 22 May 2019
Robert Ferguson, Dean Leistikow and Susana Yu
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

Loading...

Mean-Variance Frontier, Long-Term Return, Leverage

20.

Abnormal Stock Returns, for the Event Firm and Its Rivals, Following the Event Firm's Large One-Day Stock Price Drop

Managerial Finance, Forthcoming
Posted: 09 Jan 2011 Last Revised: 10 Jan 2011
Susana Yu and Dean Leistikow
Iona College and Fordham University - Finance Area

Abstract:

Loading...

Intra-Industry Effect, Price Reversal, Price Continuity

21.

Which Explains an Equity Index’s Return Better, the Change in its Own Implied Volatility or that for a Broader Index?

Journal Of Investment Management (JOIM), Third Quarter 2009
Posted: 13 Oct 2009
Susana Yu and Dean Leistikow
Iona College and Fordham University - Finance Area

Abstract:

Loading...

Implied volatility, risk indicator, trading strategies

22.

Vix Signaled Switching for Style-Differential and Size-Differential Short-Term Stock Investing

Finance Letters, Forthcoming
Posted: 10 Jul 2006
Dean Leistikow and Susana Yu
Fordham University - Finance Area and Iona College

Abstract:

Loading...

Market Volatility, Trading Strategies

23.

Long-Run Investment Management Fee Incentives and Discriminating between Talented and Untalented Managers

Journal Of Investment Management, Vol. 1, No. 4, Fourth Quarter 2003
Posted: 01 Apr 2004
Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area

Abstract:

Loading...

Management Fee Incentives, Discrimination, Manager Talent, Fee Structures, Investment Management, Contract Renewal Arrangements

24.

Closed-End Fund Discounts and Expected Investment Performance

Financial Review, Vol. 39, No. 2, May 2004
Posted: 06 Feb 2004
Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area

Abstract:

Loading...

Closed-end fund discounts, expected investment performance

25.

Is the Insurance Business Viable?

Financial Analysts Journal, Vol. 59, No. 3, May/June 2003
Posted: 29 Jul 2003
Robert Ferguson, Dean Leistikow and John R. Powers
Axiomatic Systems, Inc., Fordham University - Finance Area and Corporate Communication Resources Inc.

Abstract:

Loading...

Economics, Macroeconomics

26.

Valuing Active Managers, Fees, and Fund Discounts

Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Posted: 23 Jul 2001
Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area

Abstract:

Loading...

27.

Futures Hedge Profit Measurement, Error-Correction Model vs. Regression Approach Hedge Ratios, and Data Error Effects

Financial Management, Vol. 28, No. 4, Winter 1999
Posted: 20 Jun 2001
Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area

Abstract:

Loading...

28.

Problems with Health Insurance

Financial Analysts Journal, Vol. 56, No. 6, November/December 2000
Posted: 29 May 2001
Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area

Abstract:

Loading...