| Is the active fund management industry concentrated enough? D Feldman, K Saxena, J Xu Journal of Financial Economics 136 (1), 23-43, 2020 | 39 | 2020 |
| Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios P Barroso, K Saxena The Review of Financial Studies, 2021 | 32* | 2021 |
| When Factors Do Not Span Their Basis Portfolios M Grinblatt, K Saxena Journal of Financial and Quantitative Analysis 53 (6), 2335-2354, 2018 | 20 | 2018 |
| Politically motivated corporate decisions as tournament participation/inclusion games D Feldman, CM Kang, J Li, K Saxena Journal of Corporate Finance 67, 101883, 2021 | 14* | 2021 |
| Coskewness risk decomposition, covariation risk, and intertemporal asset pricing PS Kalev, K Saxena, L Zolotoy Journal of Financial and Quantitative Analysis 54 (1), 335-368, 2019 | 9 | 2019 |
| How do house price affect household consumption growth over the life cycle K Saxena, P Wang Working paper, 2016 | 8 | 2016 |
| One Global Village? Competition in the International Active Fund Management Industry D Feldman, K Saxena, J Xu Competition in the International Active Fund Management Industry (January 1 …, 2021 | 5* | 2021 |
| Shifts in beta and the TARP announcement A Phin, T Prono, JJ Reeves, K Saxena Finance Research Letters, 102704, 2022 | 3* | 2022 |
| Capital market seasonality: The curious case of large foreign stocks X Guan, K Saxena Finance Research Letters 15, 85-92, 2015 | 3 | 2015 |
| Improving Factor Models M Grinblatt, K Saxena The Journal of Portfolio Management 44 (6), 74-88, 2018 | 2 | 2018 |
| Long Run Risks in FX Markets: Are They There? SY Kim, K Saxena Available at SSRN 3950981, 2022 | 1 | 2022 |
| Unconditional Asset Pricing When Betas Covary with the Riskless Rate K Saxena Available at SSRN 2667504, 2016 | 1 | 2016 |
| Development and freedom as risk management B Chowdhry, R Roll, K Saxena Finance Research Letters 10 (3), 103-109, 2013 | 1 | 2013 |
| Do Investors Reward Countries for Participating in Climate Agreements? K Saxena, M Singh | | 2023 |
| Practical Applications of Should the Interest Rate Level Influence Asset Allocation? G Garvey, K Saxena Practical Applications 6 (4), 1-5, 2019 | | 2019 |
| Stephen A. Ross JB Berk, SJ Brown, JY Campbell, LB Chincarini, M Copeland, ... | | 2018 |
| Should the Interest Rate Level Influence Asset Allocation? G Garvey, K Saxena The Journal of Investing 27 (2), 116-125, 2018 | | 2018 |
| Asset pricing with fluctuating riskless rates K Saxena | | 2016 |
| When factors don’t span their basis portfolios K Saxena | | 2014 |
| Are Exogenous Weight Assumptions in Factor Models Harmless? K Saxena | | 2014 |
David FeldmanUNSW Business School, UNSW AustraliaVerified email at unsw.edu.au
