Juha Joenväärä

Aalto University School of Business

Finland

SCHOLARLY PAPERS

16

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10,203

SSRN CITATIONS
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Top 42,100

in Total Papers Citations

2

CROSSREF CITATIONS

13

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

Scholarly Papers (16)

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
Aalto University School of Business and University at Buffalo
Downloads 3,006 (4,094)

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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
Aalto University School of Business, University of Oulu, Imperial College Business School and University of Oulu
Downloads 2,678 (4,892)
Citation 14

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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
Aalto University School of Business, University of Oulu, Imperial College Business School and University of Oulu

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

3.

Hedge Fund Performance: End of an Era?

Vanderbilt Owen Graduate School of Management Research Paper No. 3034283
Number of pages: 63 Posted: 11 Sep 2017 Last Revised: 19 Feb 2020
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 1,067 (21,816)
Citation 2

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hedge fund performance

4.

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
Aalto University School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 487 (63,170)

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Asset manager, Valuation, Operating Margins

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
Aalto University School of Business, Imperial College Business School and University of Oulu
Downloads 468 (65,717)

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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
Aalto University School of Business, 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
Aalto University School of Business, Imperial College Business School and University of Oulu

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Hedge Fund Performance, Persistence, Frictions, Managerial Skill

6.

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
Aalto University School of Business and Estonian Business School, Department of Economics and Finance
Downloads 449 (69,788)

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

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

Number of pages: 55 Posted: 24 Apr 2015 Last Revised: 10 Jun 2020
Juha Joenväärä and Robert Kosowski
Aalto University School of Business and Imperial College Business School
Downloads 381 (83,994)

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

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

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

Review of Finance, Forthcoming
Posted: 18 Jun 2020
Juha Joenväärä and Robert Kosowski
Aalto University School of Business and Imperial College Business School

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

8.

Text Sophistication and Sophisticated Investors

Number of pages: 57 Posted: 21 Aug 2019 Last Revised: 03 Feb 2020
Juha Joenväärä, Jari Karppinen, Melvyn Teo and Cristian Ioan Tiu
Aalto University School of Business, University of Oulu, Singapore Management University - Lee Kong Chian School of Business and University at Buffalo
Downloads 322 (102,550)

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hedge funds, textual analysis, text sophistication, lexical diversity, syntactic complexity, vocabulary

9.

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
Aalto University School of Business and University of Oulu
Downloads 294 (113,160)

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

10.

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
Aalto University School of Business and University of Oulu
Downloads 272 (122,812)

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

11.

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
Aalto University School of Business, University of Oulu and University of Oulu
Downloads 235 (142,518)

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Hedge Funds, Informed Trading, Option Return Predictability, Leverage

12.

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
Aalto University School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 161 (201,085)
Citation 1

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

13.

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
Aalto University School of Business and University of Oulu - Department of Economics, Accounting and Finance
Downloads 153 (209,934)

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

14.

The Hedge Fund Industry Is Bigger (and Has Performed Better) Than You Think

OFR WP 20-01
Number of pages: 41 Posted: 27 Feb 2020
Daniel Barth, Juha Joenväärä, Mikko Kauppila and Russ Wermers
Board of Governors of the Federal Reserve System, Aalto University School of Business, University of Oulu and University of Maryland - Robert H. Smith School of Business
Downloads 126 (246,387)

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hedge funds, net assets, gross assets, strategy, domicile, returns, flows

15.

Socially Responsible Investments: Costs and Benefits for University Endowment Funds

Number of pages: 62 Posted: 07 Sep 2019 Last Revised: 21 Jul 2020
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 102 (284,967)

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Endowments, social responsibility, charitable donations, fund performance

16.

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
Aalto University School of Business, University of Oulu, Imperial College Business School and University of Oulu
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Hedge Fund Performance, Managerial Skill, Persistence, Sample selection bias