David Nanigian

San Diego State University - Fowler College of Business - Finance Department

Dr. Thomas Warschauer Endowed Professor of Finance

5500 Campanile Drive

San Diego, CA 92182-8236

United States

http://https://business.sdsu.edu/about/directory/dnanigian#Research

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 11,801

in Total Papers Downloads

5,204

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Ideas:
“  I'm currently thinking about factor investing and also 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
Anderson Graduate School of Management, UCLA, Research AffiliatesRayliant Global Advisors and San Diego State University - Fowler College of Business - Finance Department
Downloads 2,444 (7,080)
Citation 2

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

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
San Diego State University - Fowler College of Business - Finance Department
Downloads 562 (61,600)

Abstract:

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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 San Diego State University - Fowler College of Business - Finance Department
Downloads 520 (67,894)

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

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, San Diego State University - Fowler College of Business - Finance Department and Tulane University - Finance & Economics
Downloads 507 (70,105)
Citation 2

Abstract:

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Mutual Funds, Redemption Fees

5.

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 San Diego State University - Fowler College of Business - Finance Department
Downloads 451 (80,764)
Citation 1

Abstract:

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Buffer Zone, Retirement Planning, Decumulation

6.

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 San Diego State University - Fowler College of Business - Finance Department
Downloads 280 (137,359)
Citation 2

Abstract:

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

7.

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
San Diego State University - Fowler College of Business - Finance Department
Downloads 208 (183,647)
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

8.

A More Informative Measure of Active Fund Performance

Number of pages: 23 Posted: 06 Mar 2011
David Nanigian
San Diego State University - Fowler College of Business - Finance Department
Downloads 123 (284,562)

Abstract:

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Information Ratio, Utility Theory

9.

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
San Diego State University - Fowler College of Business - Finance Department
Downloads 109 (309,931)

Abstract:

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Exchange-Traded Funds, ETFs

10.
Downloads 0 (808,754)

Rating a Robo-Rater

Financial Planning Review, Forthcoming
Posted: 20 Apr 2020 Last Revised: 05 Nov 2020
David Nanigian
San Diego State University - Fowler College of Business - Finance Department

Abstract:

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FinTech, mutual fund fees, mutual fund flows, mutual fund performance, mutual fund ratings, robo-advising, soft information

Rating a Robo‐Rater

Financial Planning Review, Vol. 3, No. 3, 2020
Posted: 04 Feb 2021
David Nanigian
San Diego State University - Fowler College of Business - Finance Department

Abstract:

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11.

The Historical Record on Active vs. Passive Mutual Fund Performance

Forthcoming in The Journal of Investing, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Posted: 13 Sep 2018 Last Revised: 15 Sep 2021
David Nanigian
San Diego State University - Fowler College of Business - Finance Department

Abstract:

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

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
Memorial University of Newfoundland (MNU)York University - School of Administrative Studies, Texas Tech University and San Diego State University - Fowler College of Business - Finance Department

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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, Dale L. Domian and David Nanigian
Memorial University of Newfoundland (MNU)York University - School of Administrative Studies and San Diego State University - Fowler College of Business - Finance Department

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