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

SCHOLARLY PAPERS

12

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

Scholarly Papers (12)

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 2,689 (4,137)

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Hedge funds, Semantic content, Flows

2.

Hedge Fund Performance: What Do We Know?

Number of pages: 91 Posted: 22 Jan 2012 Last Revised: 09 Jan 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 2,437 (4,886)

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

3.

Picking Winners? Selecting Hedge Funds for a Diversified Portfolio

Vanderbilt Owen Graduate School of Management Research Paper No. 3034283
Number of pages: 74 Posted: 11 Sep 2017 Last Revised: 05 Feb 2019
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, University of Oulu - Economics and University of Oulu
Downloads 865 (25,388)

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hedge fund performance, skill, timing, incentives, systematic risk, tail risk

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 425 (64,604)

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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 409 (67,021)

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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
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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

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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 330 (86,827)

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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 286 (101,044)

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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
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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 273 (106,706)

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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 259 (112,773)

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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 157 (180,346)

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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 145 (192,690)

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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 118 (226,351)

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