K. Brown

Finance · with Almazán · 2003–2010

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Brown trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bob Litterman
  2. K. Cremers
  3. Roger G. Ibbotson
  4. Antti Petajisto
  5. Eugene F. Fama
  6. Martijn Cremers
  7. Kenneth R. French
  8. William Fung

Who trusts K. Brown overall

  1. Daniel W. Collins
  2. Harrison G. Hong

Papers from K. Brown's perspective

Ordered by how strongly the researchers K. Brown trusts endorse each paper. Same corpus, a different order for every researcher.

  1. How Active is Your Fund Manager? A New Measure That Predicts Performance
  2. Common risk factors in the returns on stocks and bonds
  3. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  4. Portfolio Selection
  5. Modern Investment Management: An Equilibrium Approach
  6. Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?
  7. Portfolio Performance and Agency
  8. Should Benchmark Indices Have Alpha? Revisiting Performance
  9. Portfolio Constraints and the Fundamental Law of Active Management
  10. On the Industry Concentration of Actively Managed Equity Mutual Funds

Their papers