Clemens Sialm
Clemens Sialm | |
---|---|
Nationality | Switzerland |
Occupation | Academic |
Academic background | |
Alma mater | Stanford University |
Academic work | |
Discipline | Financial economics |
Institutions | University of Texas, Austin |
Main interests | Mutual funds tax and performance issues |
Website | Home page |
Clemens Sialm is an Associate Professor of Finance at the University of Texas at Austin, and is the author/co-author of numerous papers on tax and performance issues involving mutual funds.
Papers
Sialm is the author/coauthor of the following most cited works, listed from most to least cited.
Year | Study |
---|---|
2005 | On the industry concentration of actively managed equity mutual funds[1] |
2008 | Unobserved actions of mutual funds[2] |
2011 | Risk shifting and mutual fund performance[3] |
2008 | Portfolio concentration and the performance of individual investors[4] |
2009 | Hedge funds as investors of last resort?[5] |
2008 | Tax changes and asset pricing[6] |
2004 | Asset location in tax-deferred and conventional savings accounts[7] |
2000 | Tax externalities of equity mutual funds[8] |
2008 | Portfolio concentration and the performance of individual investors[9] |
2007 | The tradeoff between mortgage prepayments and tax-deferred retirement savings[10] |
2012 | Mutual fund tax clienteles[11] |
2001 | Asset location for retirement savers[12] |
References
- ↑ Kacperczyk, Marcin T.; Sialm, Clemens; Zheng, Lu (August 2005). On the industry concentration of actively managed equity mutual funds. The Journal of Finance Volume 60 (4): Blackwell Publishing, Inc. pp. 1903–2011.
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: CS1 maint: location (link) - ↑ Kacperczyk, Marcin T.; Sialm, Clemens; Zheng, Lu. Unobserved actions of mutual funds. Review of Financial Studies Volume 21 (6): Oxford University Press. pp. 2379–2416.
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: CS1 maint: location (link) - ↑ Huang, Jennifer C.; Sialm, Clemens; Zhang, Hanjiang (August 2011). Risk shifting and mutual fund performance. Review of Financial Studies Volume 24 (8): Oxford University Press. pp. 2575–2616.
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: CS1 maint: location (link) - ↑ Ivkovich, Zoran; Sialm, Clemens; Weisbenner, Scott J. (September 2008). Portfolio concentration and the performance of individual investors. Journal of Financial and Quantitative Analysis Volume 43 (3). pp. 613–656.
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: CS1 maint: location (link) - ↑ Brophy, David J.; Ouimet, Paige Parker; Sialm, Clemens (February 2009). Hedge funds as investors of last resort?. Review of Financial Studies Volume 22 (2): Oxford University Press. pp. 541–574.
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: CS1 maint: location (link) - ↑ Sialm, Clemens (June 2008). Tax changes and asset pricing. American Economic Review.
- ↑ Shoven, John B.; Sialm, Clemens (January 2004). Asset location in tax-deferred and conventional savings accounts. Journal of Public Economics Volume 88 (1): North-Holland. pp. 23–38.
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: CS1 maint: location (link) - ↑ Shoven, John B.; Sialm, Clemens; Dickson, Joel M. (April 2000). Tax externalities of equity mutual funds<. National Bureau of Economic Research w7669.
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: CS1 maint: location (link) - ↑ Ivkovich, Zoran; Sialm, Clemens; Weisbenner, Scott J. (September 2008). Portfolio concentration and the performance of individual investors. Journal of Financial and Quantitative Analysis Volume 43 (3). pp. 613–656.
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: CS1 maint: location (link) - ↑ Amromin, Gene; Huang, Jennifer; Sialm, Clemens (November 2007). The tradeoff between mortgage prepayments and tax-deferred retirement savings. Journal of Public Economics Volume 91 (10): North-Holland. pp. 2014–2040.
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: CS1 maint: location (link) - ↑ Sialm, Clemens; Starks, Laura (August 2012). Mutual fund tax clienteles. The Journal of Finance Volume 67 (4): Blackwell Publishing Inc. pp. 1397–1422.
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: CS1 maint: location (link) - ↑ Poterba, James M.; Shoven, John B.; Sialm, Clemens (2001). Asset location for retirement savers. Private Pensions and Public Policies (Brookings Institution).
External links
- Home page
- Author page, Academic search (beta)
- Clemens Sialm : Citation Profile,CitEc
- Google Scholars page
- Author's page, SSRN