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 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.
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.
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.
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Equity Portfolio Diversification
William N. Goetzmann;Alok Kumar.
Review of Finance (2008)
Equity Portfolio Diversification
William N. Goetzmann;Alok Kumar.
Review of Finance (2008)
Survivorship Bias in Performance Studies
Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)
Survivorship Bias in Performance Studies
Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross.
Review of Financial Studies (1992)
Efficiency and the Bear: Short Sales and Markets Around the World
William N Goetzmann;Ning Zhu;Arturo Bris.
Journal of Finance (2007)
Efficiency and the Bear: Short Sales and Markets Around the World
William N Goetzmann;Ning Zhu;Arturo Bris.
Journal of Finance (2007)
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Evan G Gatev;William N Goetzmann;K. Geert Rouwenhorst.
Review of Financial Studies (2006)
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Evan G Gatev;William N Goetzmann;K. Geert Rouwenhorst.
Review of Financial Studies (2006)
Long-Term Global Market Correlations
William Goetzmann;Lingfeng Li;K. Rouwenhorst.
Research Papers in Economics (2001)
Long-Term Global Market Correlations
William Goetzmann;Lingfeng Li;K. Rouwenhorst.
Research Papers in Economics (2001)
Financial Analysts Journal
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