Andre de Souza

St. John's University - Department of Economics and Finance

101 Astor Place, #244

New York, NY 10003

United States

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

7

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Top 29,148

in Total Papers Downloads

1,534

CITATIONS

1

Scholarly Papers (7)

1.

Stock Return Predictability: Consider Your Open Options

Number of pages: 44 Posted: 20 Jul 2017 Last Revised: 12 Sep 2017
Farhang Farazmand and Andre de Souza
Citibank N.A. and St. John's University - Department of Economics and Finance
Downloads 380 (75,746)

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Stock return predictability, options, open interest, limited attention, limits to arbitrage, idiosyncratic volatility.

2.
Downloads 349 ( 83,635)

Target Risk Funds

Number of pages: 38 Posted: 12 Jan 2015 Last Revised: 25 Apr 2015
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 349 (82,999)

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target risk funds, mutual funds

Target Risk Funds

European Financial Management, Vol. 22, Issue 4, pp. 519-539, 2016
Number of pages: 21 Posted: 02 Sep 2016
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
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target risk funds, characteristics, performance

3.

Passive Mutual Funds and ETFs: Performance and Comparison

Number of pages: 39 Posted: 22 Jun 2018
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 337 (87,049)

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4.

Target Date Funds: Characteristics and Performance

Number of pages: 34 Posted: 11 Jan 2015 Last Revised: 03 Apr 2015
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, St. John's University - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 205 (145,634)
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5.

Fund of Funds Selection of Mutual Funds Superior Knowledge versus Family and Management Goals

Number of pages: 47 Posted: 05 Apr 2017
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 151 (190,945)

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6.

Are Passive Funds Really Superior Investments: An Investor Perspective

Forthcoming in the Financial Analysts Journal
Number of pages: 30 Posted: 07 May 2019
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 58 (356,057)

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Performance, mutual funds, ETFs

7.

Selection Effects in the Births of Mutual Funds

Number of pages: 54 Posted: 15 Aug 2018 Last Revised: 17 Apr 2019
Andre de Souza
St. John's University - Department of Economics and Finance
Downloads 54 (368,412)

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Mutual fund performance, mutual fund births, mutual fund competition