Robert Kosowski
Robert Kosowski | |
---|---|
Nationality | United Kingdom |
Occupation | Academic |
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 |
Website | Home page |
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. p. 896. ISBN 978-0123869685.
See also
References
- ↑ Kosowski, Robert; Timmermann, Allan G.; Wermers, Russ; White, Jr., Halbert L. (September 1, 2005). Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis. SSRN.
- ↑ Kosowski, Robert; Naik, Narayan Y.; Teo, Melvyn (December 2005). Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis. SSRN.
- ↑ Kosowski, Robert (August 1, 2006). Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. SSRN.
- ↑ Avramov, Doron; Kosowski, Robert; Naik, Narayan Y.; Teo, Melvyn (December 29, 2009). Hedge Funds, Managerial Skill, and Macroeconomic Variables. AFA 2008 New Orleans Meetings Paper: SSRN.
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: CS1 maint: location (link) - ↑ Buraschi, Andrea; Kosowski, Robert; Trojani, Fabio (August 2013). When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns. SSRN.
External links
- Home page
- Author page, SSRN