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 | 529 | 2010 |
Optimal auctions for asymmetrically budget constrained bidders A Malakhov, RV Vohra Review of Economic Design 12, 245-257, 2008 | 53 | 2008 |
An optimal auction for capacity constrained bidders: a network perspective A Malakhov, RV Vohra Economic Theory 39, 113-128, 2009 | 52* | 2009 |
Single and multi-dimensional optimal auctions: a network approach A Malakhov, RV Vohra Discussion Paper, 2004 | 43* | 2004 |
Beta active hedge fund management J Duanmu, A Malakhov, WR McCumber Journal of Financial and Quantitative Analysis 53 (6), 2525-2558, 2018 | 18 | 2018 |
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 | 15* | 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 | 13* | 2020 |
Active factor investing: Hedge funds versus the rest of us J Duanmu, Y Li, A Malakhov Review of Financial Economics 39 (4), 424-441, 2021 | 3* | 2021 |
Do hedge funds bet against beta? A Malakhov, TB Riley, Q Yan Workin g paper, 2019 | 2 | 2019 |
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 | 2 | 2013 |
How do We Capture Long-Horizon Factor Timing? Measures and their Application to Hedge and Mutual Funds Y Liu, A Malakhov Measures and their Application to Hedge and Mutual Funds (October 2023), 2023 | 1 | 2023 |
Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models Y Li, A Malakhov Available at SSRN 2852211, 2016 | 1 | 2016 |
Essays on market mechanisms A Malakhov Northwestern University, 2005 | | 2005 |
Homogenization of periodic and random Gaussian flows in one dimension A Malakhov The 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 |