Robert Kosowski
Finance · 2006–2020
A researcher in the Science corpus: 6 papers; trusts 45 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 137 citations into it; #4,046 of 10,518 by trust here, #1,924 by citations
- Economics and Econometrics — 105 citations into it; #9,274 of 23,481 by trust here, #6,840 by citations
- Accounting — 57 citations into it
- Management Science and Operations Research — 16 citations into it
- Strategy and Management — 11 citations into it
- Statistics and Probability — 7 citations into it
Whom Robert Kosowski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- William Fung
- Bradley Efron
- David A. Hsieh
- S. B. Thompson
- Ľuboš Pástor
- Jeffrey A. Busse
- Vikas Agarwal
- Eugene F. Fama
- Russ Wermers
- Dimitris Nicolas Politis
Who trusts Robert Kosowski overall
- Melvyn Teo
- Pedro Barroso
- Ľuboš Pástor
- Marcin T. Kacperczyk
- Doron Avramov
- Bryan Lim
- Turan G. Bali
- James J. Choi
- Pedro Santa-clara
Papers from Robert Kosowski's perspective
Ordered by how strongly the researchers Robert Kosowski trusts endorse each paper. Same corpus, a different order for every researcher.
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- Characteristics of Risk and Return in Risk Arbitrage
- Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Investing In Equity Mutual Funds
- How Investors Interpret Past Fund Returns
- The Pricing of Options and Corporate Liabilities
- Bootstrap Methods: Another Look at the Jackknife
Their papers
- Do hedge funds deliver alpha? A Bayesian and bootstrap analysis (2007) — 495 citations
- Hedge Funds, Managerial Skill, and Macroeconomic Variables (2011) — 124 citations
- "Momentum Strategies in Futures Markets and Trend-following Funds" (2013) — 112 citations
- Demystifying Time‐Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations (2020) — 46 citations
- Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions (2011) — 211 citations
- Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006) — 186 citations