David Nanigian

California State University, Fullerton - Department of Finance

Associate Professor of Finance

PO Box 34080

Fullerton, CA 92834-9480

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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in Total Papers Downloads

5,771

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Ideas:
“  I'm currently thinking about Morningstar's forward-looking mutual fund ratings and active vs. passive mutual fund performance, and I could use some help with funding my research projects. Funding bodies will be well-recognized in my papers!  ”

Scholarly Papers (13)

1.

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
Anderson Graduate School of Management, UCLA, Rayliant Global Advisors and California State University, Fullerton - Department of Finance
Downloads 2,370 (6,126)
Citation 1

Abstract:

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

2.

The Historical Record on Active vs. Passive Mutual Fund Performance

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 27 Posted: 13 Sep 2018 Last Revised: 09 Dec 2019
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 931 (26,669)

Abstract:

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Passive investing, Index funds, Actively managed funds, Mutual fund performance, Mutual fund fees, Mutual fund industry competition

3.

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 548 (54,432)

Abstract:

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

4.

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 Tulane University - Finance & Economics
Downloads 499 (61,254)
Citation 1

Abstract:

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Mutual Funds, Redemption Fees

5.

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 440 (71,499)

Abstract:

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

6.

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 329 (100,106)
Citation 1

Abstract:

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Buffer Zone, Retirement Planning, Decumulation

7.

What Determines Risk Tolerance?

Financial Services Review, Forthcoming
Number of pages: 26 Posted: 11 Feb 2014 Last Revised: 12 Jun 2014
Michael Guillemette and David Nanigian
Texas Tech University - Department of Personal Financial Planning and California State University, Fullerton - Department of Finance
Downloads 247 (135,727)
Citation 2

Abstract:

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

8.

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 202 (164,437)
Citation 2

Abstract:

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

9.

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 109 (272,208)

Abstract:

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Information Ratio, Utility Theory

10.

What Matters in ETF Selection?

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 11 Posted: 17 Sep 2018 Last Revised: 27 Mar 2019
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 65 (372,418)

Abstract:

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Exchange-Traded Funds, ETFs

11.

Rating a Robo-Rater

Number of pages: 17 Posted: 20 Apr 2020
David Nanigian
California State University, Fullerton - Department of Finance
Downloads 31 (502,553)

Abstract:

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FinTech, Mutual fund fees, Mutual fund performance, Mutual fund ratings, Robo-advising, Soft information

12.

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:

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

13.

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:

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