Robert Kosowski

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Robert Kosowski
NationalityUnited Kingdom
WebsiteHome page
Academic background
Alma materLondon School of Economics
Academic work
DisciplineFinancial economics
InstitutionsImperial College, London
Main interestsMutual fund performance measurement
Hedge fund performance measurement

Robert Kosowski is Associate Professor in the Finance Group of Imperial College Business School, Imperial College London. Research interests include asset management, asset pricing and financial econometrics with a focus on hedge and mutual funds, performance measurement, asset allocation, business cycles and derivative trading strategies.


Kosowski is the author/coauthor of the following most cited papers, listed from most to least cited.

Year Study
2005 Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis[1]
2005 Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis[2]
2006 Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions[3]
2009 Hedge Funds, Managerial Skill, and Macroeconomic Variables[4]
2013 When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns[5]


Kosowski, Robert; Neftci, Salih (December 2014). Principles of Financial Engineering, 3rd Edition. Academic Press. pp. 896. ISBN 978-0123869685.

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