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Cristian Ioan Tiu
Cristian Ioan Tiu
University at Buffalo
Verified email at phd.mccombs.utexas.edu
Title
Cited by
Cited by
Year
Do the best hedge funds hedge?
S Titman, C Tiu
The Review of Financial Studies 24 (1), 123-168, 2011
3122011
Asset allocation and portfolio performance: Evidence from university endowment funds
KC Brown, L Garlappi, C Tiu
Journal of Financial Markets 13 (2), 268-294, 2010
1412010
The interaction of spending policies, asset allocation strategies, and investment performance at university endowment funds
KC Brown, CI Tiu
How the financial crisis and great recession affected higher education, 43-98, 2013
322013
The returns of private and public real estate
M Carlson, S Titman, C Tiu
Real Estate Research Institute (RERI) WP 174, 2010
252010
The troves of academe: Asset allocation, risk budgeting, and the investment performance of university endowment funds
KC Brown, CI Tiu, L Garlappi
McCombs Research Paper Series No. FIN-03-07, 2007
242007
Do endowment funds select the optimal mix of active and passive risks?
KC Brown, C Tiu
Journal of Investment Management, 62, 2010
132010
Socially responsible investments: Costs and benefits for university endowment funds
GO Aragon, Y Jiang, J Joenväärä, CI Tiu
Available at SSRN 3446252, 2020
112020
On the Merton problem in incomplete markets
CI Tiu
82002
Decentralized downside risk management
A Reed, CI Tiu, U Yoeli
Available at SSRN 1364586, 2009
72009
The decision to concentrate: Active management, manager skill, and portfolio size
KC Brown, C Tiu, U Yoeli
The Journal of Portfolio Management 46 (5), 41-62, 2020
52020
Hedge fund flows and name gravitas
J Joenväärä, CI Tiu
Working paper, 2017
42017
Asset pricing with endogenous disasters
C Tiu, U Yoeli
The Review of Financial Studies 26 (11), 2916-2960, 2013
32013
Systematic risk in hedge funds
CI Tiu
The University of Texas at Austin, 2006
32006
Idiosyncratic Risk and the Performance of Hedge Funds. University of Texas at Austin
CI Tiu
Working paper, 2005
32005
Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction
Y Wei
arXiv preprint arXiv:2101.10942, 2021
22021
On level curves of value functions in optimization models of expected utility
CI Tiu, T Zariphopoulou
Mathematical Finance 10 (2), 323-338, 2000
22000
Responsible investing: costs and benefits for university endowment funds
GO Aragon, Y Jiang, J Joenväärä, CI Tiu
Available at SSRN 3446252, 2022
12022
The prediction of post-earnings announcement drift using a measure of market underreaction
K Chung, O Kim, S Lim, S Yang, RK Jiang, S Kim, M Kimbrough, ...
Working Paper, State University of New York at Buffalo, Buffalo, NY, 2014
12014
WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (II)
Y Cao, JP Ogden, CI Tiu
Business Excellence and Management 2 (1), 5-20, 2012
12012
Does Asset Allocation Determine Portfolio Performance?: Evidence from University Endowment Funds
KC Brown, L Garlappi, C Tiu
Working Paper http://www. mccombs. utexas. edu/faculty/keith. brown/Research …, 2008
12008
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