Juha Joenväärä

University of Oulu

Assistant Professor

Finland

Imperial College Business School, Centre for Hedge Fund Research

Visiting Researcher

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

12

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6,477

CITATIONS

1

Scholarly Papers (12)

1.

Hedge Fund Performance: What Do We Know?

Number of pages: 68 Posted: 22 Jan 2012 Last Revised: 01 Jun 2016
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
University of Oulu, Imperial College Business School and University of Oulu
Downloads 1,319 (5,591)
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Hedge fund performance, persistence, sample selection bias, managerial skill

2.

Hedge Fund Portfolio Selection with Fund Characteristics

Number of pages: 59 Posted: 11 May 2009 Last Revised: 05 Dec 2017
Juha Joenväärä and Hannu Kahra
University of Oulu and University of Oulu, Department of Finance
Downloads 306 (61,070)

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

3.

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 and University of Oulu
Downloads 238 (102,872)

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

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 and Imperial College Business School
Downloads 235 (110,942)

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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 and Imperial College Business School
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hedge fund performance, managerial skill, mutual fund performance, regulation

5.

The Effect of Investment Constraints on Hedge Fund Investor Returns

Number of pages: 56 Posted: 03 Dec 2013 Last Revised: 01 Jun 2016
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
University of Oulu, Imperial College Business School and University of Oulu
Downloads 224 (78,286)

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Hedge Fund Performance, Persistence, Frictions, Managerial Skill

6.

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 and University of Oulu
Downloads 125 (104,179)

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

7.

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

Number of pages: 42 Posted: 19 Dec 2013 Last Revised: 21 Apr 2016
Juha Joenväärä and Bernd Scherer
University of Oulu and EDHEC Business School - Department of Economics & Finance
Downloads 69 (201,369)

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

8.

A Short Note on the Valuation of Asset Management Firms

Number of pages: 22 Posted: 02 Sep 2015 Last Revised: 01 Feb 2017
Juha Joenväärä and Bernd Scherer
University of Oulu and EDHEC Business School - Department of Economics & Finance
Downloads 34 (134,778)

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Asset manager, Valuation, Operating Margins

9.

Hedge Fund Performance Prediction

Number of pages: 51 Posted: 11 Sep 2017
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, University of Oulu and University of Oulu
Downloads 0 (237,666)

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

10.

Hedge Fund Flows and Name Gravitas

Number of pages: 48 Posted: 23 Mar 2017 Last Revised: 30 Apr 2017
Juha Joenväärä and Cristian Ioan Tiu
University of Oulu and University at Buffalo
Downloads 0 (4,468)

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Hedge funds, Semantic content, Flows

11.

Information Content of Hedge Fund Equity Option Holdings

Number of pages: 53 Posted: 23 Nov 2016 Last Revised: 05 Dec 2017
Juha Joenväärä, Mikko Kauppila and Pekka Tolonen
University of Oulu, University of Oulu and University of Oulu
Downloads 0 (190,464)

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Hedge Funds, Informed Trading, Option Return Predictability, Leverage

12.

Institutional Investors’ ETF Usage and Stock Selection Ability

Number of pages: 38 Posted: 04 Aug 2016
Juha Joenväärä and Hamed Salehi
University of Oulu and University of Oulu, Department of Finance
Downloads 0 (241,056)

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institutional investors, exchange-traded funds, managerial activeness, stock selection ability