David Nanigian

California State University, Fullerton - Department of Finance

Associate Professor of Finance

PO Box 34080

Fullerton, CA 92834-9480

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 10,062

SSRN RANKINGS

Top 10,062

in Total Papers Downloads

3,837

CITATIONS

2

Scholarly Papers (10)

1.

Redemption Fees: Reward for Punishment

Number of pages: 40 Posted: 14 Apr 2008 Last Revised: 16 Sep 2015
Michael S. Finke, David Nanigian and William Waller
The American College, California State University, Fullerton - Department of Finance and Carnegie Mellon University - David A. Tepper School of Business
Downloads 430 (50,222)
Citation 2

Abstract:

Mutual Funds, Redemption Fees

2.

Low-Beta Investing with Mutual Funds

Financial Services Review, 23(4) (Winter 2014), 361–383,
Number of pages: 23 Posted: 05 Sep 2012 Last Revised: 09 Apr 2015
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 414 (46,416)

Abstract:

Mutual fund performance, low risk stocks, CAPM, market anomalies

3.

The Impact of Passive Investing on Corporate Valuations

Number of pages: 22 Posted: 05 Mar 2011 Last Revised: 08 Aug 2011
Eric Belasco, Michael S. Finke and David Nanigian
Texas Tech University, The American College and California State University, Fullerton - Department of Finance
Downloads 216 (82,947)

Abstract:

Active management, passive management, indexing, index fund, index premium, demand curves for stocks, S&P 500

4.

Sustainable Withdrawal Rates from Retirement Portfolios: The Historical Evidence on Buffer Zone Strategies

Number of pages: 16 Posted: 06 Dec 2011
Walt Woerheide and David Nanigian
Rochester Institute of Technology (RIT) and California State University, Fullerton - Department of Finance
Downloads 191 (110,618)

Abstract:

Buffer Zone, Retirement Planning, Decumulation

5.

Why Do Mutual Fund Expenses Matter?

Financial Services Review, Vol. 21, No. 3, 2012
Number of pages: 19 Posted: 06 Sep 2012 Last Revised: 30 Jul 2015
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 146 (136,868)

Abstract:

Mutual funds, Mutual fund performance, Mutual fund fees, Mutual fund industry competition, Product quality, Investor sophistication, Monitoring, Principal-Agent relationships

6.

What Determines Risk Tolerance?

Financial Services Review, Forthcoming
Number of pages: 26 Posted: 11 Feb 2014 Last Revised: 12 Jun 2014
Michael A. Guillemette and David Nanigian
Texas Tech University - Department of Personal Financial Planning and California State University, Fullerton - Department of Finance
Downloads 94 (146,172)

Abstract:

risk tolerance, risk aversion, loss aversion, habit formation, sentiment

7.

A More Informative Measure of Active Fund Performance

Number of pages: 23 Posted: 06 Mar 2011
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 84 (232,314)

Abstract:

Information Ratio, Utility Theory

8.

The Harm in Selecting Funds that Have Recently Outperformed

Number of pages: 12 Posted: 13 Feb 2016 Last Revised: 28 Feb 2016
Bradford Cornell, Jason C. Hsu and David Nanigian
California Institute of Technology, Rayliant Global Advisors and California State University, Fullerton - Department of Finance
Downloads 0 (6,142)

Abstract:

Asset Management, Investment Consultants, Fund Performance, Mutual Fund Selection

9.

Is Your Tax-Managed Fund Manager Hiding in the Closet?

Journal of Wealth Management, Vol 18, No. 2 (Fall 2015)
Posted: 26 Aug 2015
Dale L. Domian, Philip Gibson and David Nanigian
York University - School of Administrative Studies, Texas Tech University and California State University, Fullerton - Department of Finance

Abstract:

Tax-Aware Investing, Dividend and Capital Gains Taxes, Taxes and Portfolio Choice, After-Tax Returns, R-Squared, Investment Advisors, Mutual Fund Performance, Closet Indexing

10.

R2 and the Benefits of Multiple-Fund Portfolios

Journal of Investing, Vol 23, No. 3 (Fall 2014)
Posted: 17 Jun 2013 Last Revised: 08 Aug 2014
Dale L. Domian and David Nanigian
York University - School of Administrative Studies and California State University, Fullerton - Department of Finance

Abstract:

portfolio risk management, R-Squared, diversification, volatility, shortfall risk, Value at Risk, simulations, investment advisors, mutual fund performance, closet indexing