Juha Joenväärä

University of Oulu - Economics

Assistant Professor

Finland

Imperial College London

Visiting Researcher

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

University of Maryland - Robert H. Smith School of Business

MD

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 4,545

SSRN RANKINGS

Top 4,545

in Total Papers Downloads

8,801

CITATIONS
Rank 35,487

SSRN RANKINGS

Top 35,487

in Total Papers Citations

10

Ideas:
“  The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think  ”

Scholarly Papers (13)

1.

Hedge Fund Flows and Name Gravitas

Number of pages: 52 Posted: 23 Mar 2017 Last Revised: 20 Nov 2018
Juha Joenväärä and Cristian Ioan Tiu
University of Oulu - Economics and University at Buffalo
Downloads 2,812 (4,001)

Abstract:

Loading...

Hedge funds, Semantic content, Flows

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Number of pages: 70 Posted: 22 Jan 2012 Last Revised: 02 Apr 2019
Juha Joenväärä, Mikko Kauppila, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, University of Oulu, Imperial College Business School and University of Oulu
Downloads 2,538 (4,642)
Citation 7

Abstract:

Loading...

Hedge fund performance, persistence, sample selection bias, managerial skill

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Critical Finance Review, Forthcoming
Posted: 25 Mar 2019 Last Revised: 02 Apr 2019
Juha Joenväärä, Mikko Kauppila, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, University of Oulu, Imperial College Business School and University of Oulu

Abstract:

Loading...

Hedge fund performance, persistence, sample selection bias, managerial skill

3.

Hedge fund performance prediction

Vanderbilt Owen Graduate School of Management Research Paper No. 3034283
Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 16 Jul 2019
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, University of Oulu - Economics and University of Oulu
Downloads 926 (23,831)
Citation 1

Abstract:

Loading...

hedge fund performance

4.

Hedge Fund Portfolio Selection with Fund Characteristics

Number of pages: 59 Posted: 11 May 2009 Last Revised: 26 Apr 2018
Juha Joenväärä and Hannu Kahra
University of Oulu - Economics and Estonian Business School, Department of Economics and Finance
Downloads 431 (65,632)

Abstract:

Loading...

hedge fund performance, portfolio optimization, fund's characteristics, share restrictions, managerial incentive

The Effect of Investment Constraints on Hedge Fund Investor Returns

Number of pages: 83 Posted: 03 Dec 2013 Last Revised: 14 Jan 2018
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, Imperial College Business School and University of Oulu
Downloads 424 (66,318)

Abstract:

Loading...

Hedge Fund Performance, Persistence, Frictions, Managerial Skill

The Effect of Investment Constraints on Hedge Fund Investor Returns

CEPR Discussion Paper No. DP12599
Number of pages: 86 Posted: 22 Jan 2018
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, Imperial College Business School and University of Oulu
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

frictions, Hedge Fund Performance, Managerial Skill, Persistence

The Effect of Investment Constraints on Hedge Fund Investor Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 19 Jan 2018
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, Imperial College Business School and University of Oulu

Abstract:

Loading...

Hedge Fund Performance, Persistence, Frictions, Managerial Skill

6.

A Note on the Valuation of Asset Management Firms

Number of pages: 22 Posted: 02 Sep 2015 Last Revised: 21 Dec 2018
Juha Joenväärä and Bernd Scherer
University of Oulu - Economics and EDHEC Business School - Department of Economics & Finance
Downloads 375 (77,377)

Abstract:

Loading...

Asset manager, Valuation, Operating Margins

Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds

Number of pages: 59 Posted: 24 Apr 2015 Last Revised: 16 Sep 2017
Juha Joenväärä and Robert Kosowski
University of Oulu - Economics and Imperial College Business School
Downloads 307 (96,515)

Abstract:

Loading...

hedge fund performance, mutual fund performance, managerial skill, regulation

Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds

CEPR Discussion Paper No. DP10577
Number of pages: 79 Posted: 05 May 2015
Juha Joenväärä and Robert Kosowski
University of Oulu - Economics and Imperial College Business School
Downloads 0
  • Add to Cart

Abstract:

Loading...

hedge fund performance, managerial skill, mutual fund performance, regulation

8.

Hedge Fund Tail Risk: Hedging Mechanisms and Performance

Number of pages: 57 Posted: 15 Jan 2015 Last Revised: 21 Sep 2016
Juha Joenväärä and Mikko Kauppila
University of Oulu - Economics and University of Oulu
Downloads 278 (107,988)

Abstract:

Loading...

hedge fund performance, tail risk, options, hedging, low-risk anomaly

9.

Share Restrictions, Risk Taking and Hedge Fund Performance

Number of pages: 37 Posted: 27 Jan 2009 Last Revised: 25 Aug 2009
Juha Joenväärä and Pekka Tolonen
University of Oulu - Economics and University of Oulu
Downloads 260 (115,829)

Abstract:

Loading...

hedge fund performance, cost of illiquidity, lockup period, notice period

10.

Information Content of Hedge Fund Equity Option Holdings

Number of pages: 53 Posted: 23 Nov 2016 Last Revised: 29 Apr 2018
Juha Joenväärä, Mikko Kauppila and Pekka Tolonen
University of Oulu - Economics, University of Oulu and University of Oulu
Downloads 169 (174,511)

Abstract:

Loading...

Hedge Funds, Informed Trading, Option Return Predictability, Leverage

11.

Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings

Number of pages: 51 Posted: 19 Dec 2013 Last Revised: 16 Mar 2018
Juha Joenväärä and Bernd Scherer
University of Oulu - Economics and EDHEC Business School - Department of Economics & Finance
Downloads 153 (189,847)
Citation 1

Abstract:

Loading...

diversification, hedge funds, fund-of-funds, frictional costs, operational risk

12.

Institutional Investors’ ETF Usage and Stock Selection Ability

Number of pages: 47 Posted: 04 Aug 2016 Last Revised: 16 Feb 2018
Juha Joenväärä and Hamed Salehi
University of Oulu - Economics and University of Oulu - Department of Accounting and Finance
Downloads 126 (221,821)

Abstract:

Loading...

institutional investors, exchange-traded funds, investment style, stock selection ability

13.

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

CEPR Discussion Paper No. DP13618
Number of pages: 73 Posted: 01 Apr 2019 Last Revised: 16 Apr 2019
Juha Joenväärä, Mikko Kaupila, Robert Kosowski and Pekka Tolonen
University of Oulu - Economics, University of Oulu, Imperial College Business School and University of Oulu
Downloads 2 (630,437)
  • Add to Cart

Abstract:

Loading...

Hedge Fund Performance, Managerial Skill, Persistence, Sample selection bias