Do hot hands exist among hedge fund managers? An empirical evaluation R Jagannathan, A Malakhov, D Novikov The Journal of Finance 65 (1), 217-255, 2010 | 448 | 2010 |
Optimal auctions for asymmetrically budget constrained bidders A Malakhov, RV Vohra Review of Economic Design 12 (4), 245-257, 2008 | 45 | 2008 |
Single and multi-dimensional optimal auctions: a network approach A Malakhov, RV Vohra Discussion Paper, 2004 | 39* | 2004 |
An optimal auction for capacity constrained bidders: a network perspective A Malakhov, RV Vohra Economic Theory 39 (1), 113-128, 2009 | 36* | 2009 |
Beta Active Hedge Fund Management J Duanmu, A Malakhov, WR McCumber Available at SSRN 2021240, 2014 | 33* | 2014 |
The Role of Uninformed Investors in an Optimal IPO Mechanism, or What Google Did Right and Facebook Did Wrong A Malakhov Available at SSRN 687167, 2013 | 12* | 2013 |
Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs J Duanmu, Y Li, A Malakhov Financial Review 55 (3), 405-431, 2020 | 2 | 2020 |
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs J Duanmu, Y Li, A Malakhov Available at SSRN 2411910, 2018 | 1 | 2018 |
Do hedge funds bet against beta? A Malakhov, TB Riley, Q Yan | | 2019 |
Investor Myopia and the Momentum Premium across International Equity Markets Paul Docherty and Gareth Hurst Is It Who You Know or What You Know? Evidence from IPO Allocations … CY Hwang, S Titman, Y Wang, J Duanmu, A Malakhov, WR McCumber, ... | | 2018 |
Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models Y Li, A Malakhov Available at SSRN 2852211, 2016 | | 2016 |
Active Factor Investing: Hedge Funds vs. the Rest of Us J Duanmu, Y Li, A Malakhov Available at SSRN 2532806, 2016 | | 2016 |
Smart Beta ETF Portfolios: Cloning Beta Active Hedge Funds J Duanmu, Y Li, A Malakhov | | 2015 |
Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation R Jagannathan, A Malakhov, D Novikov Available at SSRN 2278686, 2013 | | 2013 |
Essays on market mechanisms. A Malakhov | | 2005 |
Homogenization of Periodic and Random Gaussian Flows in 1D A Malakhov University of North Carolina at Charlotte, 1998 | | 1998 |
Homogenization of periodic one-dimensional flows and bifurcations A Malakhov Random Operators and Stochastic Equations 5 (2), 137-146, 1997 | | 1997 |
Active factor investing: Hedge funds versus the rest of us J Duanmu, Y Li, A Malakhov Review of Financial Economics, 0 | | |