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William N. Goetzmann

William N. Goetzmann

D-Index & Metrics

Economics and Finance

D-Index
84
Citations
32030
World Ranking
227
National Ranking
167

Overview

William N. Goetzmann is affiliated with Yale University in the United States and has a research focus primarily within the fields of economics, econometrics, and finance. The scope of their work extends into various subfields including economics and econometrics, finance, visual arts and performing arts, management science and operations research, and general decision sciences.

The research topics covered by Goetzmann reflect a broad engagement with financial and economic markets, as well as interdisciplinary areas such as art history and behavioral economics. Key topics include:

  • Financial Markets and Investment Strategies
  • Housing Market and Economics
  • Art History and Market Analysis
  • Decision-Making and Behavioral Economics
  • Stochastic processes and financial applications
  • Risk and Portfolio Optimization
  • Mental Health Research Topics

Among recent scholarly contributions, Goetzmann has authored the following papers:

  • Real and Private-Value Assets, 2021, Review of Financial Studies
  • The Financial Analysts Journal and Investment Management, 2020, Financial Analysts Journal
  • Evidence on Retrieved Context: How History Matters, 2022, SSRN Electronic Journal
  • Harry Markowitz in Memoriam, 2023, Financial Analysts Journal

Their publication record shows a presence in several academic venues, with the highest number of papers published in:

  • SSRN Electronic Journal (12 publications)
  • Financial Analysts Journal (4 publications)
  • Review of Financial Studies (1 publication)
  • Annual Review of Financial Economics (1 publication)
  • The Journal of Alternative Investments (1 publication)

Collaborative research has been a part of Goetzmann's work, frequently partnering with co-authors such as Christophe Spaenjers, Stijn Van Nieuwerburgh, Akiko Watanabe, Masahiro Watanabe, and David Le Bris, each contributing to three joint publications.

Best Publications

  • Equity Portfolio Diversification

    William N. Goetzmann;Alok Kumar

  • Survivorship Bias in Performance Studies

    Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross

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

    William N Goetzmann;Ning Zhu;Arturo Bris

  • Pairs Trading: Performance of a Relative-Value Arbitrage Rule

    Evan G Gatev;William N Goetzmann;K. Geert Rouwenhorst

  • Offshore Hedge Funds: Survival and Performance 1989-1995

    Stephen Jeffrey Brown;William N Goetzmann;Robert G Ibbotson

  • Long-Term Global Market Correlations

    William Goetzmann;Lingfeng Li;K. Rouwenhorst

  • HEDGE FUNDS WITH STYLE

    Stephen Jeffrey Brown;William N Goetzmann

  • COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS

    William N. Goetzmann;Nadav Peles

  • Mutual fund styles

    Stephen J. Brown;William N. Goetzmann

  • High-Water Marks and Hedge Fund Management Contracts

    William N. Goetzmann;Jonathan E. Ingersoll;Stephen A. Ross

  • Portfolio Performance Manipulation and Manipulation-proof Performance Measures

    William Goetzmann;Jonathan Ingersoll;Matthew Spiegel;Ivo Welch

  • Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry

    Stephen Jeffrey Brown;William N Goetzmann;James Park

  • Long-Term Global Market Correlations

    William N Goetzmann;Lingfeng Li;K. Geert Rouwenhorst

  • GLOBAL STOCK MARKETS IN THE TWENTIETH CENTURY

    Philippe Jorion;William N. Goetzmann

  • Do Winners Repeat

    William N. Goetzmann;Roger G. Ibbotson

  • Accounting for taste: Art and the financial markets over three centuries

    William N. Goetzmann

  • Tiebreaker: Certification and Multiple Credit Ratings

    Dion Bongaerts;K.J. Martijn Cremers;William N Goetzmann

  • Testing the Predictive Power of Dividend Yields

    William N. Goetzmann;Philippe Jorion

  • Fees on Fees in Funds of Funds

    Stephen J. Brown;William N. Goetzmann;Bing Liang

  • Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

    Stephen Brown;William Goetzmann;Bing Liang;Christopher Schwarz

Frequent Co-Authors

Stephen J. Brown
Stephen J. Brown New York University
Matthew I. Spiegel
Matthew I. Spiegel Yale University
Roger G. Ibbotson
Roger G. Ibbotson Yale University
K. Geert Rouwenhorst
K. Geert Rouwenhorst Yale University
Bing Liang
Bing Liang University of Massachusetts Amherst
Philippe Jorion
Philippe Jorion University of California, Irvine
Alok Kumar
Alok Kumar University of Miami
Susan M. Wachter
Susan M. Wachter University of Pennsylvania

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