Clemens Sialm

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Clemens Sialm
Sialm.jpg
Nationality Switzerland
Occupation Academic
Website Home page
Academic background
Alma mater Stanford University
Academic work
Discipline Financial economics
Institutions University of Texas, Austin
Main interests Mutual funds tax and performance issues

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

  1. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:u5HHmVD_uO8C.
  2. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:u-x6o8ySG0sC.
  3. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:UeHWp8X0CEIC.
  4. Ivkovich, Zoran; Sialm, Clemens; Weisbenner, Scott J. (Septembeer 2008). Portfolio concentration and the performance of individual investors. Journal of Financial and Quantitative Analysis Volume 43 (3). pp. 613-656. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:d1gkVwhDpl0C.
  5. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:qjMakFHDy7sC.
  6. Sialm, Clemens (June 2008). Tax changes and asset pricing. American Economic Review. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:IjCSPb-OGe4C.
  7. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:9yKSN-GCB0IC.
  8. Shoven, John B.; Sialm, Clemens; Dickson, Joel M. (April 2000). Tax externalities of equity mutual funds<. National Bureau of Economic Research w7669. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:2osOgNQ5qMEC.
  9. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:d1gkVwhDpl0C.
  10. Amromin, Gene; Huang,. The tradeoff between mortgage prepayments and tax-deferred retirement savings. Journal of Public Economics Volume 91 (10): North-Holland. pp. 2014-2040. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:Y0pCki6q_DkC.
  11. Sialm, Clemens; Starks, Laura (Auguast 2012). Mutual fund tax clienteles. The Journal of Finance Volume 67 (4): Blackwell Publishing Inc. pp. 1397-1422. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:LkGwnXOMwfcC.
  12. Poterba, James M.; Shoven, John B.; Sialm, Clemens; (2001). Asset location for retirement savers. Private Pensions and Public Policies (Brookings Institution). http://scholar.google.com/citations?view_op=view_citation&hl=en&user=-mP2vlUAAAAJ&citation_for_view=-mP2vlUAAAAJ:WF5omc3nYNoC.

External links