Keith Brown
机构: Professor of Finance, University of Texas
每年引用次数
引用次数
引用: 9,943
H-指数: 31
I10-指数 : 40
出版物: 98
Perspectives on the Management of University and College Endowments: Asset Allocation, Spending and Wealth Panel Session from the 2014 Endowment Asset Management Conference: Panel Session from the 2014 Endowment Asset Management Conference
David Chambers , Keith Brown , Michael Lemmon , Richard Smith
Journal of Applied Finance 25 ( 1) 31 -45
2015
The Interaction of Spending Policies, Asset Allocation Strategies, and Investment Performance at University Endowment Funds
Keith Brown , Cristian Tiu
Research Papers in Economics 43 -98
8
2013
Investment Analysis and Portfolio Management, 7th
Frank Reilly , Keith Brown , C Keith
Mason, Ohio: South-Western, Thomson
33
2003
Interest Rate and Currency Swaps
Keith Brown , Donald Smith
A Tutorial
4
1995
The troves of academe: Asset allocation, risk budgeting, and the investment performance of university endowment funds
Keith C Brown , Cristian Ioan Tiu , Lorenzo Garlappi
McCombs Research Paper Series No. FIN-03-07
25
2007
Does Asset Allocation Determine Portfolio Performance?: Evidence from University Endowment Funds
Keith C Brown , Lorenzo Garlappi , Cristian Tiu
Working Paper http://www. mccombs. utexas. edu/faculty/keith. brown/Research/endowment. htm
1
2008
Does Asset Allocation Influence Portfolio Performance?: Evidence from University Endowment Funds
Keith C Brown , Lorenzo Garlappi , Cristian Tiu
University of Texas Working Paper
1
2008
The Troves of Academe: Asset Allocation and Investment Performance of University Endowment Funds
Keith C Brown , Lorenzo Garlappi , Cristian Tiu
WFA meetings. Working Papers (arranged alphabetically by last name of author)
1
2007
The Role of Asset Allocation in Investment Performance: Evidence from University Endowment Funds
Keith C Brown , Cristian Ioan Tiu , Lorenzo Garlappi
Available at SSRN 1108232
2008
Staying the course: The role of investment style consistency in the performance of mutual funds
Keith C Brown , W Van Harlow , Hanjiang Zhang
Available at SSRN 1364737
66
2009
Investment style volatility and mutual fund performance
Keith C Brown , W Harlow , Hanjiang Zhang
Empower Institute. June
42
2011
Staying the course: Performance persistence and the role of investment style consistency in professional asset management
Keith C Brown , WV Harlow , H Zhang
University of Texas at Austin Working Paper
42
2004
PRACTITIONER'S DIGEST
Turan G Bali , Nusret Cakici , WV Harlow , Keith C Brown
Journal of investment management: JOIM. 4 115 -115
2006
On the use of implied stock volatilities in the prediction of successful corporate takeovers
Giovanni Barone-Adesi , Keith C Brown , W Van Harlow
Rodney L. White Center for Financial Research Working Papers ( 23-94)
41
1994
On the Use of Implied Volatilities in the Prediction of Successful Corporate Takeovers
Keith C Brown , Giovanni Barone-Adesi , W Van Harlow
Available at SSRN 6020
1999
Market overreaction: Magnitude and intensity
Keith C Brown , W Van Harlow
Journal of Portfolio Management 14 ( 2) 6 -6
252
1988
Staying the course: The impact of investment style consistency on mutual fund performance
Keith C Brown , W Van Harlow
Available at SSRN 306999
42
2002
Improving the Outlook for a Successful Retirement: A Case for Using Downside Hedging
WV Harlow , Keith C Brown
The Journal of Retirement 3 ( 3) 35 -35
7
2016
Staying the course: mutual fund investment style consistency and performance persistence
Keith C Brown , WV Harlow , Fidelity Investments
Working Paper (University of Texas)
7
2004
Market Risk, Mortality Risk, and Sustainable Retirement Asset Allocation: A Downside Risk Perspective
WV Harlow , Keith C Brown
Journal of Investment Management 14 ( 2) 5 -32
6
2016