William N. Goetzmann

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William N. Goetzmann
Will20010724.jpg
Born February 4, 1956
New Haven, Connecticut
Nationality American
Alma mater Yale University
Occupation Academic, author
Notable work Smith Breedan prize
Graham and Dodd Scroll Award papers
Website Goetzmann at Yale

William N. Goetzmann is the Edwin J. Beinecke Professor of Finance and Management Studies and Director, International Center for Finance at the Yale School of Management. His research topics include global investing, forecasting stock markets, selecting mutual fund managers, housing as investment, and the risk and return of art. Goetzmann is also the co-author and co-editor of books on finance, financial history, and cultural history.


Papers

Geotzmann has written many studies and earned numerous awards.[1][2][3][4][5]

Year Award Study
2009 Graham and Dodd Award Estimating Operational Risk for Hedge Funds: The ω-Score[6]
2007 Society for Financial Studies Award Portfolio performance manipulation and manipulation-proof performance measures[7]
2000 William Sharpe Award Re-emerging Markets[8]
1999 Smith Breeden Global Stock Markets in the Twentieth Century[9]
1997 AREUEA Best Paper Award Clustering methods for real estate portfolios[10]
1992 Review of Financial Studies Award Survivorship bias in performance studies[11]

Books

See also

References

  1. "Amundi Smith Breeden Prizes". American Finance Association. http://www.afajof.org/details/page/2870731/Prizes.html. Retrieved December 14, 2015.
  2. "Graham and Dodd Award Winners". http://www.cfapubs.org/page/faj/all-graham-dodd-winners. Retrieved December 14, 2015.
  3. "The Sharpe Award". http://depts.washington.edu/jfqa/SharpeBallot2000/ballot.htm. Retrieved December 15, 2015.
  4. "AREUEA awards". https://www.areuea.org/about/awards.phtml. Retrieved December 15, 2014.
  5. "The Review of Financial Studies awards". http://rfssfs.org/awards/. Retrieved December 15,2014.
  6. 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.
  7. Goetzmann, William N.; Ingersoll, Jonathan; Spiegel, Mathew; Welch, Ivo (2007). Portfolio performance manipulation and manipulation-proof performance measures. Review of Financial Studies. Oxford University Press. pp. 1503-1546. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=5-5LnscAAAAJ&cstart=40&sortby=pubdate&citation_for_view=5-5LnscAAAAJ:Se3iqnhoufwC.
  8. Goetzmann, William N.; Jorion, Phillipe (1997). Re-emerging Markets. NBER Working Paper No. 5906.
  9. Jorion, Phillipe; Goetzmann, William N. (2003). Global Stock Markets in the Twentieth Century. http://merage.uci.edu/~jorion/papers/risk.pdf.
  10. Goetzmann, William N.; Wachter, Susan M. (1995). Clustering methods for real estate portfolios. Review of Financial Studies. Oxford University Press. pp. 553-580. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=5-5LnscAAAAJ&cstart=220&sortby=pubdate&citation_for_view=5-5LnscAAAAJ:d1gkVwhDpl0C.
  11. Brown, Stephen J; Goetzmann, William N.; Ibbotson, Roger G.; Ross, Stephen A. (1992). Survivorship bias in performance studies. Real Estate Economics. Blackwell Publishing Ltd. pp. 271-301. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=5-5LnscAAAAJ&cstart=180&sortby=pubdate&citation_for_view=5-5LnscAAAAJ:hFOr9nPyWt4C.

External links