ANTTI PETAJISTO PDF

Antti Petajisto of Yale University, CT (YU) with expertise in: Econometrics, Financial Economics and Statistics. Read 13 publications, and contact Antti Petajisto. ANTTI PETAJISTO. Leonard N. Stern School of Business. New York University. 44 West 4th Street, Suite New York, NY Antti Petajisto is portfolio manager at LMR Partners, London. Related Topics. Portfolio Management · Mutual Funds, Pooled Funds, and Exchange-Traded Funds.

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New articles by this author. The Elusive Benefits of Protective Puts.

Their calibration shows that a moderately skilled active manager is approximately equally attractive to investors as a mutual fund manager or a hedge fund manager is, showing that both investment vehicles can coexist as efficient alternatives to investors.

Further, their model explains documented empirical findings on career development of successful fund managers and on risk- taking in hedge funds. Related articles in Web of Science Google Scholar. When Benchmark Indices Have Alpha: Thank you for your interest in spreading the word on The Journal of Alternative Investments. Abstract We introduce a new measure of active portfolio management, Active Share, which represents the share of portfolio holdings petajissto differ from the benchmark index holdings.

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Antti Petajisto, Ph.D

Table of Contents Index by author. New articles related to this author’s research.

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If you have a subscription you may use the login form below to view the article. What is the true cost of active management? Title Cited by Year How active is your fund manager?

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It furthers the University’s objective of excellence petwjisto research, scholarship, and education by publishing worldwide. We compute Active Share for domestic equity mutual funds from to For Permissions, please email: We do not capture any email address. Sign in via your Institution Sign in. G10 – General JEL: You could not be signed in.

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New citations to this author. We only request your email address so that the person you are recommending the petqjisto to knows that you wanted them to see it, and that it is not junk mail. Global return premiums on earnings quality, value, and size M Kozlov, A Petajisto.

Inefficiencies in the pricing of exchange-traded funds A Petajisto Financial Analysts Journal 73 1, Tweet Widget Facebook Like. You do not currently have access to this article.

Access to this article can also be purchased. This “Cited by” count includes citations to the following articles in Scholar. In this article, the authors investigate the trade-offs from the perspective of a fund investor choosing between a mutual fund and a hedge fund, examining the impact of leverage, volatility, Active Share, nominal fees, and alpha for a realistic range of parameter estimates.