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Alexey Malakhov
Alexey Malakhov
Edward W. Reed Associate Professor of Finance, University of Arkansas
Verified email at walton.uark.edu - Homepage
Title
Cited by
Cited by
Year
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
5292010
Optimal auctions for asymmetrically budget constrained bidders
A Malakhov, RV Vohra
Review of Economic Design 12, 245-257, 2008
532008
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
182018
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
22019
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
22013
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
12023
Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models
Y Li, A Malakhov
Available at SSRN 2852211, 2016
12016
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
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Articles 1–15