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Hossein B. Kazemi
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Education:Ph.D., University of Michigan, 1986 |
Research/Teaching Interests:Alternative Investments |
Publications/Presentations:
"Abnormal Return Patterns and Hedge Fund Failures," (With Raj Gupta), Risk Management of Financial Institutions, Spring 09, Forthcoming.
"Bid-Ask Spread in a Competitive Market with Institutions and Order size," (With Malay Dey), Review of Quantitative Finance & Accounting, Vol 30, May 2008, p 433-453.
"Replication and Benchmarking of Hedge Funds,"(with Feng Tu and Ying Li), Journal of Alternative Investments, Fall 2008, Forthcoming.
"Market Timing of Commodity Trading Advisors," Financial Management Association, 2008
"Conditional Performance of Hedge Funds: Evidence From Daily Data," (With Ying Li), European Financial Management, Vol 13, March 2007.
"Factor Exposures and Hedge Fund Operational Risk: The Case of Amaranth," (With Bhaswar Gupta), Alternative Investment Quarterly, Vol 23, September 2007.
"Replication of Hedge Funds," Global Asset Management Conference, London, 2007.
"Introduction to Alternative Assets," Private Wealth Management Association, Monte Carlo, 2007
"Close-end funds and Contagion in Emerging Financial Markets." Financial Management Association, 2007
"Risk Sharing and Volatility Among Hedge Fund Managers," European Financial Management, 2007
"Efficient Replication of Hedge Fund Strategies," GAIM Annual Conference, 2006.
"Conditional Performance of Hedge Funds," Eurpean Financial Management Meetings, 2006.
"A New Test of International Integration of Financial Markets," (With Saira Latif) Financial Management Association, 2006
"International Mutual Funds and Integration of Financial Markets," (With Saira Latif) Financial Management Association, 2006
"The Impact of Leverage on Hedge Fund Risk and Return," (with Schneeweis, Martin, and Karavas), Journal of Alternative Investments, Spring 2005.
"Private Placement of Life Insurance," (With J.C. Bouges), Journal of Wealth Management, Winter 2005.
"Portable Alpha and Funds of Hedge Funds," Insitutional Investors Conference, 2005.
"Estimates of the Short-Term Process in an Arbitrage-Free Framework" (With Brett Salazar and Mahnaz Mahdavi), International Journal of Theoretical and Applied Finance, 2004
"Omega as a Measure of Performance," (With Tom Schneeweis and Raj Gupta), Journal of Performance Evaluation, 2004
"The Behavior of Emerging Close-End Country Funds and Investment Trusts Premia During the Asian Financial Crisis of 1997-1998," (with Urbi Garay), The International Journal of Finance, Volume 15, No. 2, 2004.
"Incentive and Risk Taking," (with Ying Li), Financial Management Association, 2004.
"Understanding Hedge Fund Performance: Research Issues Revisited (Part II)," (with T. Schneeweis and G. Martin), Journal of Alternative Investments, Spring 2003.
"Manager-Based Hedge Fund Indices: Do They Really Differ and Does it Matter?," The Monitor, Vol 18, No 4, August 2003, pp. 1-9.
"Alternative Investments: Risk and Return," Analyst Society of New York, 2003
"Leverage and Survivorship Among Hedge Funds," (with Ying Li) Eastern Finance Association, 2003
"Performance Measurement Issues for Investors," (with T. Schneeweis and R. Spurgin), 2003, Fund of Hedge Funds, Sohail Jaffar (editor), Euromoney Institutional Investors Publications, London.
"Hedge Fund Classification Methods," (with B. Gupta and A. Daglioglu), 2003, in Hedge Fund Reader, Beard Books, Maryland.
Professional/Academic Activities:
The Financial Review, Official Journal of Eastern Finance Association, 2005-Present
Journal of Alternative Investments, Official Journal of Chartered Alternative Investment Analyst Association
Member of Curriculum Board and Examination Board of Association for Chartered Alternative Investment Analysts (a not-for-profit organization), 2003-2008.
Chair of Curriculum Committee of Akamai Initiative (a not-for-profit organization), 2007-2008
Grants:
"Hedge Funds and Transparency," (with T. Schneeweis) Funded with a grant from Alternative Investment Management Association, 2003, $15,000.
"Eurex Derivative Products in Alternative Investments: The Case for Hedge Funds," (with T. Schneeweis and V. Karavas), Funded with a grant from European Exchange (EUREX), 2003, $25,000.
"Collars on QQQQ, " (With Ed Szado, Thomas Schneeweis) Option Council, 2007, $25,000
