Cristian Tiu

Finance · 2010–2011

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #8,005 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 22 citations into it; #17,348 of 23,481 by trust here, #16,151 by citations
• Accounting — 19 citations into it; #6,607 of 8,970 by trust here, #6,570 by citations
• Strategy and Management — 5 citations into it

Whom Cristian Tiu trusts overall

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

1. William Fung
2. Bob Litterman
3. K. Cremers
4. Bing Liang
5. Roger G. Ibbotson
6. David A. Hsieh

Who trusts Cristian Tiu overall

1. Turan G. Bali

Papers from Cristian Tiu's perspective

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

1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
2. How Active is Your Fund Manager? A New Measure That Predicts Performance
3. On the Industry Concentration of Actively Managed Equity Mutual Funds
4. Portfolio Selection
5. Modern Investment Management: An Equilibrium Approach
6. Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?
7. Should Benchmark Indices Have Alpha? Revisiting Performance
8. The Pricing of Options and Corporate Liabilities
9. Hedge-Fund Benchmarks: Information Content and Biases
10. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)

Their papers

• Do the Best Hedge Funds Hedge (2011) — 250 citations
• Asset allocation and portfolio performance: Evidence from university endowment funds (2010) — 115 citations