Nima Vafai

The university of Texas Permian Basin

4901 East University

Odessa, TX 79762

United States

  • The university of Texas Permian Basin

SCHOLARLY PAPERS

3

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293

SSRN CITATIONS

0

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Scholarly Papers (3)

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1.

The sources of portfolio volatility and mutual fund performance

Downloads 148 (302,630)

The sources of portfolio volatility and mutual fund performance

Number of pages: 46 Posted: 10 Jan 2022 Last Revised: 28 Aug 2022
Nima Vafai and David A. Rakowski
The university of Texas Permian Basin and University of Texas at Arlington
Downloads 112 (375,182)

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mutual funds, return volatility, fund manager skill, volatility anomalies, market efficiency, portfolio returns

The Sources of Portfolio Volatility and Mutual Fund Performance

Number of pages: 47 Posted: 16 Sep 2022
Nima Vafai and David A. Rakowski
The university of Texas Permian Basin and University of Texas at Arlington
Downloads 25 (763,078)

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Mutual Funds, return volatility, fund manager skill, beta anomaly, return covariance, mutual fund holdings

The Sources of Portfolio Volatility and Mutual Fund Performance

Number of pages: 48 Posted: 11 Mar 2023
David A. Rakowski and Nima Vafai
University of Texas at Arlington and The university of Texas Permian Basin
Downloads 11 (889,415)

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Mutual funds, return volatility, fund manager skill, beta anomaly, return covariance

2.

Impacts of Sector and Company Size on Effective Factor Investing:Evidence from U.S. Equity Markets

Number of pages: 41 Posted: 23 Nov 2020
Salil K. Sarkar, Yibing Du and Nima Vafai
University of Texas at Arlington - College of Business Administration, The University of Texas At Arlington and The university of Texas Permian Basin
Downloads 108 (382,793)

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factor investing, factor analysis, factor premium, two-step regression, common factors, sectors, yield curve, credit curve

3.

How Do Investors Perceive Optimal Capital Structure? Evidence From Industry-Specific Risk Factors

Number of pages: 50 Posted: 09 Jun 2022
Nima Vafai
The university of Texas Permian Basin
Downloads 37 (658,554)

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