Stephen J. Brown
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| Stephen J.Brown | |
|---|---|
 | |
| 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
- Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, (2009) Modern Portfolio Theory and Investment Analysis, Wiley; 8th edition, 752 pp. ISBN 978-0470388327
- Stephen J. Brown and David Sumner Sibley, (1986) The Theory of Public Utility Pricing, Cambridge University Press, 268 pp. ISBN 978-0521314008
See also
References
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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.
- ↑ 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
- Web page
- Personal web page
- Stephen J. Brown : Citation Profile, CitEc
- Google Scholars page
- RePEc/IDEAS
- Authors page, SSRN
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