Stephen J. Brown

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Stephen J.Brown
StephenBrown.jpg
Nationality Australian
Alma mater University of Chicago
Occupation Academic, author
Years active Since 1986
Organization Leonard N. Stern School of Business, New York University
Website Brown at NYU

Stephen J. Brown is David S. Loeb Professor of Finance at the Leonard N. Stern School of Business, New York University. In 2009, Brown was given the Graham and Dodd Award as a co-author of Estimating Operational Risk for Hedge Funds: The ω-Score.[1]

Papers

Brown's most cited papers from 1990 onward follow, ranked from most to least cited.

Year Study
1995 Performance persistence[2]
1992 Survivorship bias in performance studies[3]
1999 Offshore hedge funds: Survival and performance, 1989-95[4]
1999 Use of R 2 in accounting research: measuring changes in value relevance over the last four decades[5]
1997 Mutual fund styles[6]
1995 Survival[7]
2001 Careers and survival: Competition and risk in the hedge fund and CTA industry[8]
2001 Hedge funds with style[9]

Books

See also

References

  1. Brown, Stephen J; Goetzmann, William N.; Liang, Bing; Schwarz, Christoper. (2009). Estimating Operational Risk for Hedge Funds: The ω-Score. Financial Analysts Journal. Financial Analysts Journal. http://www.cfapubs.org/doi/abs/10.2469/faj.v65.n1.8.
  2. Brown, Stephen J.; Goetzmann, William N. (1995). Performance persistence. Journal of Finance: American Finance Association. pp. 679-698. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:9yKSN-GCB0IC.
  3. Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G.; Ross, Stephen A. (1992). Survivorship bias in performance studies. Review of Financial Studies: Oxford University Press. pp. 553-580. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:2osOgNQ5qMEC.
  4. Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. (1999). Offshore hedge funds: Survival and performance, 1989-95. Journal of Business. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:qjMakFHDy7sC.
  5. Brown, Stephen J.; Lo, Kin; Lys, Thomas (1999). Use of R 2 in accounting research: measuring changes in value relevance over the last four decades. Journal of Accounting and Economics: North-Holland. pp. 83-115. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:ZfRJV9d4-WMC.
  6. Brown, Stephen J.; Goetzmann, William N. (1997). Mutual fund styles. Journal of Financial Economics: North-Holland. pp. 373-399. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:IjCSPb-OGe4C.
  7. Brown, Stephen J.; Goetzmann, William N.; Ross, Stephen A. (1995). Survival. The Journal of Finance: Blackwell Publishing Ltd. pp. 853-873. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:Tyk-4Ss8FVUC.
  8. Brown, Stephen J.; Goetzmann, William N.; Park, James (2001). Careers and survival: Competition and risk in the hedge fund and CTA industry<. The Journal of Finance: Blackwell Publishing Ltd. pp. 1869-1886. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:YsMSGLbcyi4C.
  9. Brown, Stephen J.; Goetzmann, William N. (2001). Hedge funds with style. National Bureau of Economic Research. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=1j3SqmIAAAAJ&citation_for_view=1j3SqmIAAAAJ:eQOLeE2rZwMC.

External links