Robert Kosowski - Publications, H-index & Citations

Robert Kosowski

Imperial College London

19H指数

81论文数

2.4K被引数

收录论文 10

发表时间

Transaction Costs and Capacity of Systematic Corporate Bond Strategies

FINANCIAL ANALYSTS JOURNAL

IF2.2

2024-07-17

OAAI

Ivashchenko, Alexey; Kosowski, Robert

The Correlation Risk Premium: International Evidence

JOURNAL OF BANKING & FINANCE

IF3.8

2022-03-01

OAAI

Faria, Goncalo; Kosowski, Robert; Wang, Tianyu

The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds

REVIEW OF FINANCE

IF8.4

2020-07-18

PREAI

Joenvaara, Juha; Kosowski, Robert

The Effect of Investment Constraints on Hedge Fund Investor Returns

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-10-08

OAAI

Joenvaara, Juha; Kosowski, Robert; Tolonen, Pekka

Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

JOURNAL OF FINANCE

IF9.5

2014-11-10

PREAI

Buraschi, Andrea; Kosowski, Robert; Sritrakul, Worrawat

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns

REVIEW OF FINANCIAL STUDIES

IF5.4

2013-12-17

PREAI

Buraschi, Andrea; Kosowski, Robert; Trojani, Fabio

Hedge Fund Return Predictability under the Magnifying Glass

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2013-08-22

PREAI

Avramov, Doron; Barras, Laurent; Kosowski, Robert

Hedge funds, managerial skill, and macroeconomic variables

JOURNAL OF FINANCIAL ECONOMICS

IF12

2011-03-01

OAAI

Avramov, Doron; Kosowski, Robert; Naik, Narayan Y.; Teo, Melvyn

Do hedge funds deliver alpha? A Bayesian and bootstrap analysis

JOURNAL OF FINANCIAL ECONOMICS

IF12

2007-04-01

285

OAAI

Kosowski, Robert; Naik, Narayan Y.; Teo, Melvyn

Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis

JOURNAL OF FINANCE

IF9.5

2007-01-11

511

OAAI

Kosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal

研究方向