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

8

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5,463

TOTAL CITATIONS
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Top 7,033

in Total Papers Citations

59

Scholarly Papers (8)

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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 1,380 (31,216)
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 1,232 (36,823)
Citation 54

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 983 (50,180)
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 249 (263,717)
Citation 52

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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 842 (63,131)

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

4.

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 588 (100,597)
Citation 2

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

5.

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 580 (102,348)
Citation 2

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

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 509 (120,436)

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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 227 (290,625)

Abstract:

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backfill correction

8.

How do We Capture Long-Horizon Factor Timing? Measures and their Application to Hedge and Mutual Funds

Number of pages: 60 Posted: 28 Nov 2023
Yuekun Liu and Alexey Malakhov
The University of Manchester - Alliance Manchester Business School and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 105 (562,074)

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long-horizon timing, multi-factor timing, timing measures, hedge funds, mutual funds, performance evaluation, performance prediction