Dmitry Novikov

Credit Suisse

Equity Derivatives

CRTI 4

P.O. Box

Zurich, CH-8070

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 35,436

SSRN RANKINGS

Top 35,436

in Total Papers Downloads

1,234

CITATIONS
Rank 9,684

SSRN RANKINGS

Top 9,684

in Total Papers Citations

86

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 860 (26,240)
Citation 2

Abstract:

Loading...

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 206 (146,399)
Citation 5

Abstract:

Loading...

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 168 (176,487)

Abstract:

Loading...

backfill correction