Robert Kosowski

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Robert Kosowski
RobertKosowski.JPG
Nationality United Kingdom
Occupation Academic
Website Home page
Academic background
Alma mater London School of Economics
Academic work
Discipline Financial economics
Institutions Imperial College, London
Main interests Mutual 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.

Papers

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]

Books

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

See also

References

External links