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Robert Kosowski
Robert Kosowski
Verified email at imperial.ac.uk
Title
Cited by
Cited by
Year
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis
R Kosowski, A Timmermann, R Wermers, H White
The Journal of finance 61 (6), 2551-2595, 2006
12502006
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
R Kosowski, NY Naik, M Teo
Journal of Financial Economics 84 (1), 229-264, 2007
6772007
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
R Kosowski, NY Naik, M Teo
Journal of Financial Economics 84 (1), 229-264, 2007
6752007
Do mutual funds perform when it matters most to investors? US mutual fund performance and risk in recessions and expansions
R Kosowski
The Quarterly Journal of Finance 1 (03), 607-664, 2011
3212011
Hedge funds, managerial skill, and macroeconomic variables
D Avramov, R Kosowski, NY Naik, M Teo
Journal of Financial Economics 99 (3), 672-692, 2011
1552011
When there is no place to hide: Correlation risk and the cross-section of hedge fund returns
A Buraschi, R Kosowski, F Trojani
The Review of Financial Studies 27 (2), 581-616, 2014
1452014
Momentum strategies in futures markets and trend-following funds
N Baltas, R Kosowski
Available at SSRN 1968996, 2013
1292013
Incentives and endogenous risk taking: A structural view on hedge fund alphas
A Buraschi, R Kosowski, W Sritrakul
The Journal of Finance 69 (6), 2819-2870, 2014
1032014
Incentives and endogenous risk taking: A structural view on hedge fund alphas
A Buraschi, R Kosowski, W Sritrakul
The Journal of Finance 69 (6), 2819-2870, 2014
1032014
Hedge fund performance: What do we know?
J Joenväärä, M Kaupila, R Kosowski, P Tolonen
682019
Hedge fund return predictability under the magnifying glass
D Avramov, L Barras, R Kosowski
Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013
632013
Hedge fund return predictability under the magnifying glass
D Avramov, L Barras, R Kosowski
Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013
632013
Demystifying time-series momentum strategies: Volatility estimators, trading rules and pairwise correlations
N Baltas, R Kosowski
Market Momentum: Theory and Practice", Wiley, 2020
472020
Hedge fund performance: are stylized facts sensitive to which database one uses?
J Joenväärä, M Kaupila, R Kosowski, P Tolonen
CEPR Discussion Paper No. DP13618, 2019
402019
Investing in hedge funds when returns are predictable
D Avramov, R Kosowski, NY Naik, M Teo
EFA 2007 Ljubljana Meetings Paper, 2007
312007
New ‘stylized facts’ about hedge funds and database selection bias
J Joenvaara, R Kosowski, P Tolonen
Imperial College Business School, 1-47, 2012
272012
Revisiting “stylized facts” about hedge funds
J Joenväärä, R Kosowski, P Tolonen
Imperial College Business School, 2012
222012
Improving time-series momentum strategies: The role of trading signals and volatility estimators
AN Baltas, R Kosowski
SSRN eLibrary, 2012
202012
Do mutual funds perform when it matters most to investors? US mutual fund performance and risk in recessions and booms 1962-1994
R Kosowski
Document de travail, 2001
172001
The correlation risk premium: International evidence
G Faria, R Kosowski, T Wang
Journal of Banking & Finance 136, 106399, 2022
162022
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