Guillermo Baquero

ESMT European School of Management and Technology

Schlossplatz 1

10117 Berlin

Germany

SCHOLARLY PAPERS

11

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CITATIONS
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117

Scholarly Papers (11)

1.

A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money

EFA 2006 Zurich Meetings
Number of pages: 65 Posted: 24 Mar 2008
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 1,182 (13,442)
Citation 18

Abstract:

hedge funds, flow-performance relation, performance persistence, liquidity restrictions, fund monitoring, searching costs, smart money

2.

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

ERIM Report Series Reference No. ERS-2002-104-F&A, EFA 2003 Annual Conference Paper No. 567
Number of pages: 51 Posted: 18 Jan 2003
Guillermo Baquero, Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 969 (18,228)
Citation 56

Abstract:

hedge funds, survival, look-ahead bias, performance persistence

3.

Survival, Look-Ahead Bias and the Performance of Hedge Funds

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 27 Posted: 21 Mar 2002
Guillermo Baquero, Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 764 (25,202)
Citation 11

Abstract:

hedge funds, survival, look-ahead bias, performance measurement

4.

Do Sophisticated Investors Believe in the Law of Small Numbers?

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 40 Posted: 05 Mar 2008
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 549 (40,407)
Citation 3

Abstract:

Law of small numbers, performance persistence, overreaction, hedge fund investors, hot-hand bias

5.

A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money

ERIM Report Series Reference No. ERS-2005-068-F&A
Number of pages: 53 Posted: 21 Dec 2005
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 388 (53,373)
Citation 19

Abstract:

Flow-Performance Relation, Fund Monitoring, Hedge Funds, Liquidity Restrictions, Performance Persistence, Searching Costs, Smart Money

6.

Do Sophisticated Investors Believe in the Law of Small Numbers?

ERIM Report Series Reference No. ERS-2006-033-F&A
Number of pages: 43 Posted: 23 Dec 2006
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 294 (85,541)
Citation 2

Abstract:

Performance Persistence, Overreaction, Hedge Fund Investors, Hot-Hand Bias, Law of Small Numbers

7.

Competition, Loan Rates and Information Dispersion in Microcredit Markets

ESMT Working Paper No. 12-02 , LSF Working Paper Series No. 11-17
Number of pages: 61 Posted: 18 Feb 2012 Last Revised: 14 Jul 2014
Guillermo Baquero, Malika Hamadi and Andréas Heinen
ESMT European School of Management and Technology, University of Luxembourg - Luxembourg School of Finance and University of Cergy-Pontoise - THEMA
Downloads 148 (144,616)
Citation 1

Abstract:

Loan rates, bank competition, microfinance, information dispersion, portfolio quality, nonprofit institutions

8.

The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

Number of pages: 47 Posted: 05 Oct 2013
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 79 (175,217)

Abstract:

hedge funds, flow-performance relation, convexity, concavity, liquidity restrictions, managerial incentives

9.

Hedge Fund Flows and Performance Streaks: How Investors Weigh Information

ESMT Working Paper No. 15-01
Number of pages: 90 Posted: 25 Jan 2015 Last Revised: 04 Feb 2015
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 73 (78,306)

Abstract:

Hedge funds, money flows, extrapolative expectations, law of small numbers, performance streaks, relative weights, smart money

10.

The Generosity Effect: Fairness in Sharing Gains and Losses

ESMT Working Paper No. 13-08
Number of pages: 52 Posted: 10 Sep 2013
Guillermo Baquero, Willem Smit and Luc Wathieu
ESMT European School of Management and Technology, IMD International and Georgetown University McDonough School of Business
Downloads 62 (298,251)

Abstract:

fairness, loss domain, ultimatum game, dictator game, reference-dependent preferences, social preferences

11.

Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance

Journal of Financial and Quantitative Analysis, Vol. 40, pp. 493-518, September 2005
Posted: 04 Jan 2006
Guillermo Baquero, Marno Verbeek and Jenke ter Horst
ESMT European School of Management and Technology, Erasmus University - Rotterdam School of Management and TIAS School for Business and Society

Abstract:

hedge funds, look-ahead bias, performance, persistence