Raj Gupta
Affiliated Expert
Phone: (413) 577-6776
Email: bhaswar@isenberg.umass.edu
Education:Ph.D., University of Massachusetts |
Research/Teaching Interests:Investment Strategies |
Selected Publications:
"The Role of Short-Sellers in the Marketplace" in QFinance The Ultimate Financial Resource, 2009.
"Abnormal Return Patterns and Hedge Fund Failures" with Hossein Kazemi, Journal of Risk Management for Financial Institutions, 2008.
"Hedge Fund Legal Structures and Their Impact on Performance" with Edward Szado, Alternative Investment Quarterly, 2008.
"Factor Exposures and Hedge Fund Operational Risk: The Case of Amaranth" with Hossein Kazemi, Alternative Investment Quarterly, 2007.
"Diversification Benefits of Managed Futures" with Thomas Schneeweis, Journal of Investment Consulting, 2006.
Academic and Professional Activities:
CISDM Index Development
The Pacific American Foundation
Western Finance Association
