Alexey Malakhov
Alexey Malakhov
Edward W. Reed Associate Professor of Finance, University of Arkansas
Verifierad e-postadress på walton.uark.edu - Startsida
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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
4482010
Optimal auctions for asymmetrically budget constrained bidders
A Malakhov, RV Vohra
Review of Economic Design 12 (4), 245-257, 2008
452008
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
22020
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
J Duanmu, Y Li, A Malakhov
Available at SSRN 2411910, 2018
12018
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
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Artiklar 1–18