Alexey Malakhov

University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance

Edward W. Reed Associate Professor of Finance

Fayetteville, AR 72701

United States

http://www.alexeymalakhov.com

  • University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance

    • Email
    • Tel: 479-575-6118
    • Fax: 479-575-4230
SCHOLARLY PAPERS

7

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5,055

SSRN CITATIONS
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SSRN RANKINGS

Top 6,409

in Total Papers Citations

75

CROSSREF CITATIONS

171

Scholarly Papers (7)

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1.

In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs

Number of pages: 55 Posted: 20 Mar 2014 Last Revised: 22 Jul 2018
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 1,304 (26,091)
Citation 1

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hedge funds, risk factor exposures, factor selection, return replication, performance measurement, performance prediction

2.

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Downloads 1,170 (30,638)
Citation 120

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Journal of Finance, 65 -1, 217-255., AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 20 Mar 2005 Last Revised: 17 Jun 2013
Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov
Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse
Downloads 928 (41,830)
Citation 2

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hedge funds, portfolio performance, performance evaluation, style analysis

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

NBER Working Paper No. w12015
Number of pages: 47 Posted: 27 Apr 2006 Last Revised: 31 Oct 2022
Ravi Jagannathan, Dmitry Novikov and Alexey Malakhov
Northwestern University - Kellogg School of Management, Credit Suisse and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 242 (208,962)
Citation 39

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3.

Active Factor Investing: Hedge Funds vs. the Rest of Us

Number of pages: 23 Posted: 02 Dec 2014 Last Revised: 17 Jan 2023
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 792 (52,763)

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hedge funds, risk factor exposures, factor investing, return replication, performance prediction, beta active management, smart beta

4.

The Role of Uninformed Investors in an Optimal IPO Mechanism, or What Google Did Right and Facebook Did Wrong

Number of pages: 26 Posted: 19 Mar 2005 Last Revised: 16 Aug 2013
Alexey Malakhov
University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 554 (83,679)
Citation 2

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IPO, Uninformed Investors, Optimal Mechanism, IPO Intermediation, IPO Underwriter

5.

Beta Active Hedge Fund Management

Number of pages: 62 Posted: 14 Mar 2012 Last Revised: 26 Apr 2017
Jun Duanmu, Alexey Malakhov and William R. McCumber
Louisiana Tech University - Department of Economics and Finance, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and College of Business, Louisiana Tech University
Downloads 545 (85,331)
Citation 2

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hedge funds, alpha, beta, active management, factor timing, performance measurement, performance prediction

6.

Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models

Number of pages: 42 Posted: 14 Oct 2016 Last Revised: 15 Mar 2017
Yongjia Li and Alexey Malakhov
Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 481 (99,538)

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active investment, factor selection, ETFs, risk factor exposures, return attribution, hedge funds, alpha, beta, performance prediction

7.

Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Number of pages: 5 Posted: 17 Jun 2013
Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov
Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse
Downloads 209 (241,061)

Abstract:

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backfill correction