Ross M. Miller

Miller Risk Advisors

2255 Algonquin Road

Niskayuna, NY 12309-4711

United States

http://www.millerrisk.com

SUNY at Albany - School of Business

Professor

1400 Washington Ave.

Albany, NY 12222

United States

  • Miller Risk Advisors

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SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 39,317

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6

CROSSREF CITATIONS

8

Scholarly Papers (7)

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1.

Measuring the True Cost of Active Management by Mutual Funds

Downloads 3,417 ( 2,962)
Citation 6

Measuring the True Cost of Active Management by Mutual Funds

Number of pages: 24 Posted: 23 Jun 2005
Ross M. Miller
Miller Risk Advisors
Downloads 3,417 (2,906)
Citation 6

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Mutual fund expenses, active asset managment, mutual funds, hedge funds, active expense ratio

Measuring the True Cost of Active Management by Mutual Funds

Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007
Posted: 28 Mar 2007
Ross M. Miller
Miller Risk Advisors

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Mutual fund expense ratios, active portfolio management, shadow indexing, mutual fund performance

2.

Can Markets Learn to Avoid Bubbles?

Journal of Psychology & Financial Markets, Vol. 3, 2002
Number of pages: 18 Posted: 08 Feb 2002
Ross M. Miller
Miller Risk Advisors
Downloads 888 (26,173)
Citation 6

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Market bubbles, learning and adaptation, behavioral finance, signaling, asymmetric information

3.

Stansky's Monster: A Critical Examination of Fidelity Magellan's 'Frankenfund'

Number of pages: 35 Posted: 23 Feb 2007
Ross M. Miller
Miller Risk Advisors
Downloads 834 (28,581)

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Mutual funds, portfolio optimization, shadow index funds

4.

Don't Let Your Robots Grow Up to Be Traders: Artificial Intelligence, Human Intelligence, and Asset-Market Bubbles

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 33 Posted: 23 Jul 2003
Ross M. Miller
Miller Risk Advisors
Downloads 494 (57,269)
Citation 2

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market bubbles, intertemporal competitive equilibrium, experimental markets, trading agents

5.

Paying the High Price of Active Management: A New Look at Mutual Fund Fees

World Economics, Vol. 11, No. 3, July-September 2010
Number of pages: 17 Posted: 17 Aug 2010 Last Revised: 25 Sep 2010
Ross M. Miller
Miller Risk Advisors
Downloads 477 (59,870)

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Mutual fund expenses, active asset managment, mutual funds, hedge funds, active expense ratio

6.

The Leap from Free Markets to Autonomous Markets

Journal of Economic Behavior and Organization, Vol. 62, No. 2, June 2007
Number of pages: 27 Posted: 08 Aug 2006 Last Revised: 20 Oct 2007
Ross M. Miller
Miller Risk Advisors
Downloads 91 (286,502)

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Automated market systems, financial markets, evolutionary economics

7.

The Effect of Boundary Conditions on Efficiency and Pricing in Double-Auction Markets with Zero-Intelligence Agents

Number of pages: 27 Posted: 23 Mar 2012
Ross M. Miller
Miller Risk Advisors
Downloads 32 (465,668)

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Experimental auction markets, agent-based models, zero-intelligence agents, boundary conditions, market convergence