Richard B. Evans

University of Virginia - Darden School of Business

Donald McLean Wilkinson Research Chair Associate Professor

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

http://faculty.darden.virginia.edu/evansr/

  • University of Virginia - Darden School of Business

    • Email
    • Tel: 434-924-4030
    • Fax: 434-243-7680
SCHOLARLY PAPERS

51

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615

Scholarly Papers (51)

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1.

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Number of pages: 41 Posted: 13 Dec 2006 Last Revised: 08 Jul 2009
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 5,489 (3,423)
Citation 75

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Mutual Fund, Trading Costs, Size, Flow, Soft Dollars

2.

Operational Shorting and ETF Liquidity Provision

Darden Business School Working Paper No. 2961954, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 88 Posted: 03 May 2017 Last Revised: 29 Jun 2024
Richard B. Evans, Rabih Moussawi, Michael S. Pagano and John Sedunov
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 3,074 (8,925)
Citation 7

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Exchange-Traded Funds, Short selling, Failure to Deliver, Authorized Participants, Market Making, Liquidity, Retail Trading

3.

Mutual Fund Incubation

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 27 Mar 2008 Last Revised: 18 Aug 2009
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 1,442 (29,308)
Citation 195

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Mutual fund incubation, investment management, bias in returns, fund flows, fund family

4.

The Loan Fee Anomaly: A Short Seller's Best Ideas

Forthcoming, Management Science, Kenan Institute of Private Enterprise Research Paper No. 3707166
Number of pages: 68 Posted: 03 Nov 2020 Last Revised: 20 Jun 2024
Joseph Engelberg, Richard B. Evans, Gregory Leonard, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of Virginia - Darden School of Business, University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 1,414 (30,240)
Citation 1

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Asset pricing anomalies, equity loan fees, short selling, securities lending

5.

What do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives

Journal of Finance, Forthcoming, Darden Business School Working Paper No. 1393289
Number of pages: 60 Posted: 22 Apr 2009 Last Revised: 16 Mar 2012
Susan Kerr Christoffersen, Richard B. Evans and David K. Musto
University of Toronto - Rotman School of Management, University of Virginia - Darden School of Business and University of Pennsylvania - Finance Department
Downloads 1,275 (35,115)
Citation 88

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Brokers, mutual funds, compensation, revenue-sharing

6.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019 Last Revised: 15 Feb 2020
Travis Box, Ryan Davis, Richard B. Evans and Andrew A Lynch
Clemson University, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Arkansas - Sam M. Walton College of Business
Downloads 1,249 (36,242)
Citation 4

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Exchange traded funds (ETFs), limits to arbitrage, liquidity

7.

Phantom of the Opera: ETF Shorting and Shareholder Voting

European Corporate Governance Institute – Finance Working Paper No. 763/2021, Management Science (Forthcoming)
Number of pages: 62 Posted: 26 Mar 2019 Last Revised: 15 Jan 2025
Richard B. Evans, Oğuzhan Karakaş, Rabih Moussawi and Michael Young
University of Virginia - Darden School of Business, Cambridge Judge Business School - Finance Subject Group, Villanova University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,218 (37,469)
Citation 1

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Exchange-Traded Funds, Proxy Voting, Broker Non-Vote, Short Interest, Operational Shorting, Authorized Participants, ETF Market Making, Voting of Hedged Positions, Empty Voting

8.

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

Downloads 1,175 (39,587)
Citation 1

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

Number of pages: 67 Posted: 08 Jan 2020 Last Revised: 22 Feb 2022
Richard B. Evans, Melissa Porras Prado, Antonino Emanuele Rizzo and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 1,171 (39,159)
Citation 1

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 Mutual fund, Teams, Dispersion in Beliefs, Identity, Diversity, Labor incentives, Political Ideology, Campaign Contributions, Polarization, PACs

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

CEPR Discussion Paper No. DP14305
Number of pages: 62 Posted: 31 Jan 2020 Last Revised: 22 Sep 2021
Richard B. Evans, Melissa Porras Prado, Antonino Emanuele Rizzo and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
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 Mutual fund, Campaign Contributions, Dispersion in Beliefs, diversity, Labor incentives, PACs, Polarization, Political Ideology, Teams

9.

Failure is an Option: Impediments to Short Selling and Options Prices

Downloads 1,004 (49,615)
Citation 39

Failure is an Option: Impediments to Short Selling and Options Prices

EFA 2003 Glasgow
Number of pages: 46 Posted: 01 Aug 2003
Richard B. Evans, Adam V. Reed, Christopher Geczy and David K. Musto
University of Virginia - Darden School of Business, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 1,004 (48,797)
Citation 39

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Failure is an Option: Impediments to Short Selling and Options Prices

The Review of Financial Studies, Vol. 22, No. 5, pp. 1955-1980, 2009
Posted: 13 Apr 2009
Richard B. Evans, Christopher Geczy, David K. Musto and Adam V. Reed
University of Virginia - Darden School of Business, University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of North Carolina Kenan-Flagler Business School

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G12, G13, G29

10.

Peer versus Pure Benchmarks in the Compensation of Mutual Fund Managers

Journal of Financial and Quantitative Analysis, Forthcoming, Darden Business School Working Paper No. 3441308
Number of pages: 77 Posted: 24 Aug 2019 Last Revised: 09 Sep 2023
Richard B. Evans, Juan-Pedro Gomez, Linlin Ma and Yuehua Tang
University of Virginia - Darden School of Business, IE Business School - IE University, Peking University HSBC Business School and University of Florida - Department of Finance
Downloads 779 (70,086)
Citation 3

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mutual funds, fund manager, managerial compensation, incentives, benchmarking, peer benchmarks, closet indexing

11.

Competition and Cooperation in Mutual Fund Families

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2986304
Number of pages: 73 Posted: 15 Jun 2017 Last Revised: 02 Apr 2019
Richard B. Evans, Melissa Porras Prado and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 732 (76,159)
Citation 7

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Mutual fund, manager, compensation, incentives, competition, cooperation, cross-holding, performance, cross-subsidization, internal capital markets

12.

Fund Performance and Equity Lending: Why Lend What You Can Sell?

Review of Finance (2017) V21 (3), 1093-1121
Number of pages: 52 Posted: 06 Jul 2012 Last Revised: 07 Jun 2017
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 714 (78,624)
Citation 7

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Mutual funds, Index funds, Performance, Security lending

13.

ESG Skill of Mutual Fund Managers

Darden Business School Working Paper, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2024
Number of pages: 56 Posted: 20 Dec 2023 Last Revised: 11 Nov 2024
Marco Ceccarelli, Richard B. Evans, Simon Glossner, Mikael Homanen and Ellie Luu
VU University Amsterdam, University of Virginia - Darden School of Business, Board of Governors of the Federal Reserve System, City University London - The Business School and University of Strathclyde
Downloads 709 (79,610)

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ESG skill, mutual fund managers, investments, mutual funds

14.

Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins

Review of Financial Studies, Forthcoming, Swiss Finance Institute Research Paper No. 11-31, Darden Business School Working Paper No. 1907149
Number of pages: 55 Posted: 09 Aug 2011 Last Revised: 18 Dec 2012
Richard B. Evans and Rüdiger Fahlenbrach
University of Virginia - Darden School of Business and École Polytechnique Fédérale de Lausanne (EPFL)
Downloads 699 (80,747)
Citation 35

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Governance, Mutual funds, Institutional investors, Performance sensitivity, Identification

15.

The Portfolio Choices of Young and Old Active Mutual Fund Managers

AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 19 Mar 2008 Last Revised: 17 Sep 2010
David A. Chapman, Richard B. Evans and Zhe Xu
McIntire School, University of Virginia, University of Virginia - Darden School of Business and Boston College
Downloads 687 (82,543)
Citation 13

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Mutual Funds, Career Concerns, Portfolio Choice

16.

Mutual Fund Performance and Manager Assets: The Negative Effect of Outside Holdings

Darden Business School Working Paper No. 2874975
Number of pages: 50 Posted: 27 Nov 2016 Last Revised: 19 Dec 2023
Richard B. Evans, Javier Gil-Bazo and Marc L. Lipson
University of Virginia - Darden School of Business, Universitat Pompeu Fabra and University of Virginia - Darden School of Business
Downloads 658 (87,211)
Citation 2

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mutual fund managers; diseconomies of scale; outside holdings; attention; price impact.

17.

The Economics of Mutual-Fund Brokerage: Evidence from the Cross Section of Investment Channels

AFA 2006 Boston Meetings Paper
Number of pages: 37 Posted: 23 Mar 2005 Last Revised: 11 Dec 2011
Susan Kerr Christoffersen, Richard B. Evans and David K. Musto
University of Toronto - Rotman School of Management, University of Virginia - Darden School of Business and University of Pennsylvania - Finance Department
Downloads 619 (94,313)
Citation 18

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Mutual Fund, Financial Intermediary, Brokers

18.

Disclosure and Agency Conflict in Delegated Investment Management: Evidence from Mutual Fund Commission Bundling

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 26 Mar 2008 Last Revised: 15 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 576 (103,430)
Citation 36

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Agency Conflict, Mutual Fund; Performance; Brokerage Commissions; Expenses.

19.

Diseconomies of Scale in Quantitative and Fundamental Investment Styles

Journal of Financial and Quantitative Analysis, Volume 58, No. 6, Pp. 2417-2445.
Number of pages: 48 Posted: 18 Mar 2017 Last Revised: 04 Mar 2025
Richard B. Evans, Martin Rohleder, Hendrik Tentesch and Marco Wilkens
University of Virginia - Darden School of Business, University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 565 (105,906)
Citation 8

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Diseconomies of scale, quantitative, fundamental, performance, flows, hierarchy costs, information processing, separate accounts, institutional investing

20.

Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment

Number of pages: 57 Posted: 11 Dec 2018
Richard B. Evans and Yang Sun
University of Virginia - Darden School of Business and Brandeis University- International Business School
Downloads 461 (135,934)
Citation 68

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mutual fund flows, risk adjustment, retail and institutional investors, benchmarks, quality disclosure

21.

Self-Declared Benchmarks and Fund Manager Intent: 'Cheating' or Competing?

Number of pages: 69 Posted: 06 May 2022 Last Revised: 23 May 2024
Huaizhi Chen, Richard B. Evans and Yang Sun
University of Notre Dame - Department of Finance, University of Virginia - Darden School of Business and Brandeis University- International Business School
Downloads 446 (141,477)

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Mutual Fund, Benchmarks, Benchmarking, Performance Evaluation

22.

(Not) Everybody's Working for the Weekend: A Study of Mutual Fund Manager Effort

Number of pages: 62 Posted: 20 Sep 2023 Last Revised: 25 Apr 2025
Boone Bowles and Richard B. Evans
Mays Business School at Texas A&M University and University of Virginia - Darden School of Business
Downloads 392 (163,897)
Citation 1

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Institutional investors, mutual funds, mutual fund performance, effort

23.

Hiding in Plain Sight: The Global Implications of Manager Disclosure

Downloads 342 (190,581)

Hiding in Plain Sight: The Global Implications of Manager Disclosure

Darden Business School Working Paper No. 3858045, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 03 Jun 2021 Last Revised: 16 May 2024
Richard B. Evans, Miguel A. Ferreira and Michael Young
University of Virginia - Darden School of Business, Nova School of Business and Economics and University of Missouri at Columbia - Department of Finance
Downloads 247 (266,358)

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Mutual Funds; Management Teams; Anonymous Managers; Performance; Obfuscation

Hiding in Plain Sight: the Global Implications of Manager Disclosure

Nova SBE Working Paper Series No. 642, 2022
Number of pages: 36 Posted: 01 Sep 2022
Richard B. Evans, Miguel A. Ferreira, Pedro Matos and Michael Young
University of Virginia - Darden School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Missouri at Columbia - Department of Finance
Downloads 95 (605,006)

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Mutual funds, Management teams, Anonymous managers, Performance, Obfuscation

24.

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

Downloads 293 (225,215)
Citation 5

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

Darden Business School Working Paper No. 2399177
Number of pages: 44 Posted: 22 Feb 2014
Peter Debaere and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 288 (227,548)
Citation 5

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Incomplete Contracts, Oursourcing, Investment Advisor, Mutual Fund, Subadvisor

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

CEPR Discussion Paper No. DP10599
Number of pages: 46 Posted: 19 May 2015
Peter Debaere and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 5 (1,371,626)
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boundaries of the firm, outsourcing

25.

Liquidity, Mutual Fund Flows, and Reflow Management, Llc

Darden Case No. UVA-F-1600
Number of pages: 10 Posted: 05 Apr 2010
Richard B. Evans and Michael Mills
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 231 (286,377)
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Liquidity, mutual fund, fund flow, trading costs

26.

Information and Implementation: Assessing the Net Impact of Trading on Mutual Funds

Number of pages: 29 Posted: 27 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 207 (317,986)

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Mutual fund, trading costs, turnover

27.

MiFID II Research Unbundling: Cross-border Impact on Asset Managers

Number of pages: 70 Posted: 10 Apr 2024 Last Revised: 20 Dec 2024
Richard B. Evans, Juan-Pedro Gomez and Rafael Zambrana
University of Virginia - Darden School of Business, IE Business School - IE University and University of Notre Dame - Mendoza College of Business
Downloads 174 (372,774)

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MiFID II, soft dollars, unbundling, mutual fund, equity research, brokerage commissions, expenses, cross-border regulations, global financial markets

28.

Phantom of the Opera: ETFs and Shareholder Voting

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 32 Posted: 18 Dec 2018 Last Revised: 04 Oct 2019
Richard B. Evans, Oğuzhan Karakaş, Rabih Moussawi and Michael Young
University of Virginia - Darden School of Business, Cambridge Judge Business School - Finance Subject Group, Villanova University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 154 (416,507)
Citation 1

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Exchange-Traded Funds, Vote Premium, Proxy Voting, Short Interest, Operational Shorting, Authorized Participants

29.

Pravda Asset Management

Darden Case No. UVA-F-1602
Number of pages: 9 Posted: 05 Apr 2010
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 145 (435,125)
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Asset allocation, forecasting returns, expected returns, market-timing.

30.

Virginia Investment Partners Optimal Portfolio Allocation

Darden Case No. UVA-F-1598
Number of pages: 10 Posted: 05 Apr 2010
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 136 (458,213)
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Portfolio optimization, diversification, asset allocation, the risk and return tradeoff.

31.

Nationalism, Subtle Bias, and Labor Outcomes: Evidence from Global Mutual Funds

Number of pages: 54 Posted: 14 Aug 2023 Last Revised: 22 Aug 2023
Richard B. Evans and Michael Young
University of Virginia - Darden School of Business and University of Missouri at Columbia - Department of Finance
Downloads 124 (493,309)

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Subtle Bias, Mutual Funds, Nationalism, Promotion, Genetic Distance

32.

Tilting at Windmills: Biased Benchmarks and the Risk-Taking Response of Mutual Funds

Number of pages: 61 Posted: 21 Dec 2023 Last Revised: 23 Nov 2024
Richard B. Evans, Sanghyun (Hugh) Kim and Thomas Andreas Maurer
University of Virginia - Darden School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and The University of Hong Kong
Downloads 108 (547,533)

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Mutual Funds, Peer Benchmarks, Risk Taking, Morningstar Ratings, Socially Responsible Investing

33.

Pittinos Financial Advisers, Llc

Darden Case No. UVA-F-1599
Number of pages: 10 Posted: 05 Apr 2010
Marc L. Lipson and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 94 (602,995)
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financial adviser strategy forecasting

34.

The Oxcel Endowment and Socially Responsible Investing

Darden Case No. UVA-F-1659
Number of pages: 6 Posted: 30 May 2017
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 52 (834,691)
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investing, endowment, equity allocation, investment funds, return data

35.

Divestment as an ESG Tool: Calpers and Tobacco Stocks (a)

Darden Case No. UVA-F-1948
Number of pages: 22 Posted: 13 Sep 2020 Last Revised: 28 Dec 2021
Richard B. Evans, Gerry Yemen and Michael Kellett
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 35 (987,330)
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tobacco, valuation, investment portfolio, pension funds, stakeholders, sustainability, ESG

36.

Calpers Absolute Return Strategies: Hedge Fund Risk and Return

Darden Case No. UVA-F-1735
Number of pages: 19 Posted: 30 May 2017
Richard B. Evans and Joseph Geissenhainer
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 34 (997,690)
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Finance, investments, portfolio, hedge funds, pension fund, asset allocation, funding ratio, asset allocation

37.

The Fine Art of Financing: The Jpmorgan Private Bank and Lending Against Art

Darden Case No. UVA-F-1760
Number of pages: 14 Posted: 30 May 2017 Last Revised: 27 Dec 2021
Richard B. Evans, Roman Kräussl, Pedro Matos and Christophe Spaenjers
University of Virginia - Darden School of Business, Bayes Business School (formerly Cass), University of Virginia - Darden School of Business and University of Colorado Boulder - Leeds School of Business
Downloads 30 (1,040,951)
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investment asset, art, illiquid assets, investment vehicles, video

38.

Gold as a Portfolio Diversifier: The World Gold Council and Investing in Gold

Darden Case No. UVA-F-1675
Number of pages: 14 Posted: 30 May 2017
Pedro Matos and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 25 (1,111,716)
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investment research, investor portfolios, gold allocation, core assets, institutional investors, risk-return tradeoff

39.

Rebalancing the Russell Indices: Beta and Volatility

Darden Case No. UVA-F-1938
Number of pages: 8 Posted: 20 Oct 2021
Richard B. Evans and Emily Schill
University of Virginia - Darden School of Business and Y2 Analytics
Downloads 18 (1,185,884)
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Beta, standard deviation, risk measurement, market indices, Russell 2000, Russell 1000, reconstitution, investing

40.

China's Stock Market: Understanding its Boom-and-Bust Cycles

Darden Case No. UVA-F-1985
Number of pages: 40 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans, Dennis Yang, Junhui Qian and Yangmei Deng
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, Shanghai Jiao Tong University and Independent
Downloads 15 (1,222,296)
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China, equities, Shanghai Stock Exchange, China's banking system, financial assets, household wealth, investment channels, monetary policy, ownership reforms, financial regulation, leverage, speculative bubble, Shiller, international finance

41.

The "it" Factor? Two Sigma, Venn, and Factor Analysis

Darden Case No. UVA-F-1989
Number of pages: 17 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans and Abhinav Pachauri
University of Virginia - Darden School of Business and Independent
Downloads 13 (1,245,654)
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Two Sigma, Venn, multifamily, investments, hedge funds, finance

42.

Squeezed: Citron Capital Shorts GameStop

Darden Case No. UVA-F-1983
Number of pages: 15 Posted: 21 Oct 2021
Richard B. Evans and Aldo Sesia
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 13 (1,245,654)
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GameStop, hedge fund, Citron Capital, short selling, short squeeze, rebate rate, fail-to-deliver, short interest, equity lending

43.

Cornerstone Partners

Darden Case No. UVA-F-1677
Number of pages: 11 Posted: 30 May 2017
Richard B. Evans and Prakash Menon
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 13 (1,245,654)
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endowments, outsourcing to investment advisory firms, investment portfolio statement

44.

Risk, Return, and Modern Portfolio Theory

Darden Case No. UVA-F-1982
Number of pages: 16 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 12 (1,256,645)
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Portfolio theory, diversification, investing, risk, return, normal distribution, normal curve, return distribution, equities, bonds, mean, standard deviation, asset classes, skewness, kurtosis, survivorship bias

45.

Performance Measurement and Manager Selection

Darden Case No. UVA-F-1991
Number of pages: 12 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 7 (1,302,696)
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manager selection, performance measurement, alpha, risk-adjusted return, total return, tracking error, information ratio

46.

Alpha Architect: Is Momentum Losing Steam?

Darden Case No. UVA-F-1977
Number of pages: 16 Posted: 21 Oct 2021
Richard B. Evans and Aldo Sesia
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 7 (1,302,696)
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asset management, investment, quantitative investing, momentum, value, factor investing, style investing, exchange-traded funds, multi-family office

47.

Research Affiliates and Dynamic Multifactor Strategies: Time to Time?

Darden Case No. UVA-F-1988
Number of pages: 23 Posted: 21 Oct 2021
Richard B. Evans and Abhinav Pachauri
University of Virginia - Darden School of Business and Independent
Downloads 5 (1,315,451)
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finance, investment, market, dynamic allocation, factor timing, smart-beta strategies

48.

Volatility in China's Stock Market: Boom, Bust, Boom…And Bust?

Darden Case No. UVA-F-1759
Number of pages: 17 Posted: 30 May 2017
Richard B. Evans, Junhui Qian and Dennis Yang
University of Virginia - Darden School of Business, Shanghai Jiao Tong University and University of Virginia - Darden School of Business
Downloads 5 (1,315,451)
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bull market, bear market, circuit breaker, stock exchange trading

49.

Research Affiliates

Darden Case No. UVA-F-1662
Number of pages: 22 Posted: 30 May 2017
Richard B. Evans and Rick Green
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
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market cap investing, investment strategy, institutional investing

50.

Almost Heaven? West Virginia State Pension Funds and Investing in Equity

Darden Case No. UVA-F-2092
Posted: 28 Apr 2025 Last Revised: 29 Apr 2025
Richard B. Evans, Tate Bennett and Demitri Kalogeropoulos
University of Virginia - Darden School of Business, Independent and Independent
Downloads 3 (1,325,653)
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investments, bonds, stocks, portfolio, diversification, expected return, rate of return, pension funds, equities, equity investments

51.

Performance Measurement with Factor Models

Darden Case No. UVA-F-1673
Number of pages: 9 Posted: 30 May 2017
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 2 (1,331,058)
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fund benchmark, Capital Asset Pricing Model, small cap, mid cap, large cap growth, Russell Midcap Index

Other Papers (1)

Total Downloads: 119
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1.

Equity Lending and Mutual Fund Performance

Number of pages: 46 Posted: 11 Jun 2012
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
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mutual funds, Index funds, performance, security lending