Dmitry Novikov

Credit Suisse

Equity Derivatives

CRTI 4

P.O. Box

Zurich, CH-8070

Switzerland

SCHOLARLY PAPERS

2

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CITATIONS
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in Total Papers Citations

66

Scholarly Papers (2)

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 854 (26,047)
Citation 65

Abstract:

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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: 02 Jul 2009
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 204 (145,477)
Citation 66

Abstract:

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2.

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 167 (174,614)

Abstract:

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backfill correction