Steven G. Sapra

Analytic Investors, Inc.

Portfolio Manager, Domestic Equities

555 W. 5th St.

50th Floor

Los Angeles, CA 90013

United States

http://www.analyticinvestors.com

Claremont Graduate University

Ph.D. Candidate, Department of Economics

150 E. Tenth Street

Claremont, CA 91711

United States

SCHOLARLY PAPERS

7

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Top 28,748

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8

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Scholarly Papers (7)

1.

Neurofinance: Bridging Psychology, Neurology, and Investor Behavior

Number of pages: 36 Posted: 05 Jan 2009 Last Revised: 12 Jan 2009
Steven G. Sapra and Paul J. Zak
Analytic Investors, Inc. and Claremont Graduate University - Center for Neuroeconomics Studies
Downloads 2,700 (4,253)

Abstract:

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Neuroeconomics, Neurofinance, Psychology, Finance

2.

Long/Short Extensions: How Much is Enough?

Number of pages: 32 Posted: 23 Jul 2007
Ensign Peak Advisors, Analytic Investors, Inc., Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 1,206 (15,981)

Abstract:

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Portfolio Management, Short Selling, Portfolio Optimization

3.

The Role of Cross-Sectional Dispersion in Active Portfolio Management

Forthcoming in Investment Management and Financial Innovations
Number of pages: 25 Posted: 12 Sep 2008 Last Revised: 12 Jul 2010
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business
Downloads 793 (29,530)

Abstract:

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Dispersion, Active Management, Volatility, IC

4.
Downloads 293 (101,601)

Abstract:

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sports betting, market efficiency, probit, NFL, alpha

5.

Stochastic Risk Aversion, Behavioral Over-Reaction, and the Role of Informed Investors

Number of pages: 49 Posted: 22 Jun 2009
Steven G. Sapra
Analytic Investors, Inc.
Downloads 125 (222,185)

Abstract:

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behavioral finance, risk aversion, asset pricing, overreaction

6.

The Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2010.19.3.113
Posted: 21 May 2019
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business

Abstract:

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Alpha, Information Ratio, Cross-Sectional Dispersion, Volatility, VIX

7.

Return Dispersion and Active Management

Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Posted: 05 Nov 2001
Harindra de Silva, Steven G. Sapra and Steven Thorley
Analytic Investors, Inc., Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

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