Robert L. Kosowski
Names
| first: |
Robert |
| middle: |
L. |
| last: |
Kosowski |
Identifer
Contact
Affiliations
-
Imperial College
/ Business School
Research profile
author of:
- Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (RePEc:bla:jfinan:v:61:y:2006:i:6:p:2551-2595)
by Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White - Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas (RePEc:bla:jfinan:v:69:y:2014:i:6:p:2819-2870)
by Andrea Buraschi & Robert Kosowski & Worrawat Sritrakul - Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds (RePEc:cpr:ceprdp:10577)
by Kosowski, Robert & Joenväärä, Juha - The Effect of Investment Constraints on Hedge Fund Investor Returns (RePEc:cpr:ceprdp:12599)
by Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka - Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? (RePEc:cpr:ceprdp:13618)
by Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka - Best Short (RePEc:cpr:ceprdp:16319)
by Kosowski, Robert & Della Corte, Pasquale & Rapanos, Nikolaos - The Correlation Risk Premium: International Evidence (RePEc:cpr:ceprdp:16389)
by Kosowski, Robert & Faria, Gonçalo & Wang, Tianyu - Hedge Fund Return Predictability Under the Magnifying Glass (RePEc:cup:jfinqa:v:48:y:2013:i:04:p:1057-1083_00)
by Avramov, Doron & Barras, Laurent & Kosowski, Robert - The Effect of Investment Constraints on Hedge Fund Investor Returns (RePEc:cup:jfinqa:v:54:y:2019:i:04:p:1539-1571_00)
by Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka - The Correlation Risk Premium: International Evidence (RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003502)
by Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu - Do hedge funds deliver alpha? A Bayesian and bootstrap analysis (RePEc:eee:jfinec:v:84:y:2007:i:1:p:229-264)
by Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn - Hedge funds, managerial skill, and macroeconomic variables (RePEc:eee:jfinec:v:99:y:2011:i:3:p:672-692)
by Avramov, Doron & Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn - Principles of Financial Engineering (RePEc:eee:monogr:9780123869685)
by Kosowski, Robert & Neftci, Salih N. - The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
[Large sample properties of matching estimators for average treatment effects] (RePEc:oup:revfin:v:25:y:2021:i:1:p:189-233.)
by Juha Joenväärä & Robert Kosowski - When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns (RePEc:oup:rfinst:v:27:y:2014:i:2:p:581-616.)
by Andrea Buraschi & Robert Kosowski & Fabio Trojani - Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions (RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146)
by Robert Kosowski - Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis (RePEc:zbw:cfrwps:0514)
by Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal