Alexey Malakhov
Affiliation confirmed via AI analysis of OpenAlex, ORCID, and web sources.
Researcher
Formerly Arkansas Affiliated with University of Arkansas through 2024.
Faculty Researcher
Research Areas
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Biography and Research Information
OverviewAI-generated summary
Alexey Malakhov's research interests include financial economics and quantitative finance. His work has investigated methods for capturing long-horizon factor timing, with applications to hedge and mutual funds. He also studies decision-making processes in policy learning, particularly in scenarios involving both obvious and rare events. Malakhov has contributed to the understanding of how hedge funds may engage in strategies related to beta. His research output includes 19 publications, which have garnered approximately 700 citations, and he holds an h-index of 7. Malakhov remains an active researcher, with recent publications in 2024 and upcoming work in 2026.
Metrics
- h-index: 7
- Publications: 19
- Citations: 700
Selected Publications
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Do hedge funds bet against beta? (2024)
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How do We Capture Long-Horizon Factor Timing? Measures and their Application to Hedge and Mutual Funds (2023)
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Active factor investing: Hedge funds versus the rest of us (2020)
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Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs (2019)
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Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models (2016)
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Very Smart Beta from Hedge Fund Clones: It's Not 'How' but 'What' to Clone! (2014)
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In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs (2014)
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Where Do Hedge Fund Returns Come from? A Comparison of Alpha and Beta Activity (2013)
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Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2013)
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Beyond Alpha: What Can We Learn from Passive Hedge Fund Activity? (2012)
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Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2010)
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Optimal auctions for asymmetrically budget constrained bidders (2008)
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An optimal auction for capacity constrained bidders: a network perspective (2007)
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The Role of Uninformed Investors in an Optimal Ipo Mechanism (2007)
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Optimal Auctions for Asymmetrically Budget Constrained Bidders (2005)
Collaboration Network
Top Collaborators
- How do We Capture Long-Horizon Factor Timing? Measures and their Application to Hedge and Mutual Funds
- Do hedge funds bet against beta?
- Do hedge funds bet against beta?
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