D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 80 Citations 27,978 298 World Ranking 173 National Ranking 130

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Law
  • Hedge fund

William N. Goetzmann mostly deals with Monetary economics, Financial economics, Hedge fund, Equity and Econometrics. His work carried out in the field of Monetary economics brings together such families of science as Volatility, Stock market index and Market return. His work on Portfolio, Expected return and Equity premium puzzle as part of general Financial economics study is frequently linked to Phenomenon, bridging the gap between disciplines.

The various areas that William N. Goetzmann examines in his Hedge fund study include Incentive, Alternative beta, Performance fee and Stochastic game. The study incorporates disciplines such as Skewness and Diversification in addition to Equity. His study in Econometrics is interdisciplinary in nature, drawing from both Dividend, Sample, Predictability and Real estate.

His most cited work include:

  • Survivorship Bias in Performance Studies (833 citations)
  • Offshore Hedge Funds: Survival and Performance 1989-1995 (617 citations)
  • Equity Portfolio Diversification (602 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Financial economics, Monetary economics, Econometrics, Hedge fund and Finance. His Financial economics research incorporates elements of Stock market and Index fund. William N. Goetzmann focuses mostly in the field of Monetary economics, narrowing it down to matters related to Equity and, in some cases, Market return.

His Econometrics research includes elements of Index, Sample, Real estate and Rate of return. His Hedge fund research is multidisciplinary, incorporating elements of Alternative beta, Open-end fund, Actuarial science and Fund of funds. The concepts of his Finance study are interwoven with issues in Incentive and Value.

He most often published in these fields:

  • Financial economics (46.65%)
  • Monetary economics (27.71%)
  • Econometrics (21.94%)

What were the highlights of his more recent work (between 2013-2021)?

  • Financial economics (46.65%)
  • Monetary economics (27.71%)
  • Equity (15.70%)

In recent papers he was focusing on the following fields of study:

Financial economics, Monetary economics, Equity, Institutional investor and Investment are his primary areas of study. He works in the field of Financial economics, focusing on Consumption-based capital asset pricing model in particular. His Monetary economics research includes themes of Net worth, Conditional probability, Private equity, Hedge fund and Market value.

His work in Hedge fund covers topics such as Fund of funds which are related to areas like Investment fund. In his research, Profitability index and Momentum profits is intimately related to Institutional theory, which falls under the overarching field of Equity. His biological study spans a wide range of topics, including Financial market, Real estate, Finance and Collectable.

Between 2013 and 2021, his most popular works were:

  • Weather-Induced Mood, Institutional Investors, and Stock Returns (90 citations)
  • Estimating Private Equity Returns from Limited Partner Cash Flows (42 citations)
  • Money Changes Everything: How Finance Made Civilization Possible (37 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Law
  • Statistics

His primary areas of investigation include Financial economics, Institutional investor, Monetary economics, Private equity and Actuarial science. William N. Goetzmann has researched Financial economics in several fields, including Sample, Open-end fund, Global assets under management and Fund of funds. His studies in Open-end fund integrate themes in fields like Fund administration, Closed-end fund, Manager of managers fund and Trading strategy.

William N. Goetzmann works mostly in the field of Fund of funds, limiting it down to concerns involving Hedge fund and, occasionally, Stock price. His Monetary economics research incorporates themes from Stock market index, Conditional probability, Arbitrage and Equity. His Actuarial science study combines topics from a wide range of disciplines, such as Test, Salient, Stock market crash and Rare disasters.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Equity Portfolio Diversification

William N. Goetzmann;Alok Kumar.
Review of Finance (2008)

1602 Citations

Equity Portfolio Diversification

William N. Goetzmann;Alok Kumar.
Review of Finance (2008)

1602 Citations

Survivorship Bias in Performance Studies

Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)

1446 Citations

Survivorship Bias in Performance Studies

Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)

1446 Citations

Efficiency and the Bear: Short Sales and Markets Around the World

William N Goetzmann;Ning Zhu;Arturo Bris.
Journal of Finance (2007)

1118 Citations

Efficiency and the Bear: Short Sales and Markets Around the World

William N Goetzmann;Ning Zhu;Arturo Bris.
Journal of Finance (2007)

1118 Citations

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

Evan G Gatev;William N Goetzmann;K. Geert Rouwenhorst.
Review of Financial Studies (2006)

1006 Citations

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

Evan G Gatev;William N Goetzmann;K. Geert Rouwenhorst.
Review of Financial Studies (2006)

1006 Citations

Long-Term Global Market Correlations

William Goetzmann;Lingfeng Li;K. Rouwenhorst.
Research Papers in Economics (2001)

970 Citations

Long-Term Global Market Correlations

William Goetzmann;Lingfeng Li;K. Rouwenhorst.
Research Papers in Economics (2001)

970 Citations

Editorial Boards

Financial Analysts Journal
(Impact Factor: 2.345)

If you think any of the details on this page are incorrect, let us know.

Contact us

Best Scientists Citing William N. Goetzmann

Stephen J. Brown

Stephen J. Brown

New York University

Publications: 42

Wayne E. Ferson

Wayne E. Ferson

University of Southern California

Publications: 40

Robert W. Faff

Robert W. Faff

University of Queensland

Publications: 38

John Y. Campbell

John Y. Campbell

Harvard University

Publications: 35

Marno Verbeek

Marno Verbeek

Erasmus University Rotterdam

Publications: 35

Massimo Massa

Massimo Massa

INSEAD

Publications: 33

Andrew W. Lo

Andrew W. Lo

MIT

Publications: 32

Narayan Y. Naik

Narayan Y. Naik

London Business School

Publications: 32

Allan Timmermann

Allan Timmermann

University of California, San Diego

Publications: 29

Alok Kumar

Alok Kumar

University of Miami

Publications: 29

Campbell R. Harvey

Campbell R. Harvey

Duke University

Publications: 29

David A. Hirshleifer

David A. Hirshleifer

University of California, Irvine

Publications: 29

Martin Hoesli

Martin Hoesli

University of Geneva

Publications: 27

David Geltner

David Geltner

MIT

Publications: 24

Turan G. Bali

Turan G. Bali

Georgetown University

Publications: 23

Frank J. Fabozzi

Frank J. Fabozzi

EDHEC Business School

Publications: 23

Trending Scientists

Robert L Grossman

Robert L Grossman

University of Chicago

Benjamin Doyon

Benjamin Doyon

King's College London

H. Christopher Frey

H. Christopher Frey

North Carolina State University

Denis Andrienko

Denis Andrienko

Max Planck Society

Bernd Wrackmeyer

Bernd Wrackmeyer

University of Bayreuth

Takeo Yamaguchi

Takeo Yamaguchi

Tokyo Institute of Technology

Michael Gochfeld

Michael Gochfeld

Rutgers, The State University of New Jersey

Konrad Mengel

Konrad Mengel

University of Giessen

M. J. Osborn

M. J. Osborn

University of Connecticut Health Center

Adly Yacoub

Adly Yacoub

Virginia Commonwealth University

Manish K. Pandey

Manish K. Pandey

International Crops Research Institute for the Semi-Arid Tropics

Igor V. Polyakov

Igor V. Polyakov

University of Alaska Fairbanks

Jean-Paul Soulillou

Jean-Paul Soulillou

University of Nantes

Bridget K. Hamre

Bridget K. Hamre

University of Virginia

Stephen Kennedy

Stephen Kennedy

University of Oxford

A. E. Luloff

A. E. Luloff

Pennsylvania State University

Something went wrong. Please try again later.