Match tier
Confirmed
Presence
Formerly Arkansas
Last published
2026
Sources
OpenAlex · ORCID
Refreshed
2026-10-07
A
Alexey Malakhov
Affiliation confirmed via AI analysis of OpenAlex, ORCID, and web sources.
Associate Professor
Formerly Arkansas Affiliated with University of Arkansas through 2024.
7 h-index
19 pubs
700 cited
Research Areas
Links
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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Active Factor Investing: Hedge Funds vs. the Rest of Us (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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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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Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2006)
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Optimal Auctions for Asymmetrically Budget Constrained Bidders (2005)
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Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2005)
Collaboration Network
Top Collaborators
Jun Duanmu
Seattle University (US)
6 shared publications
- Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs
- Where Do Hedge Fund Returns Come from? A Comparison of Alpha and Beta Activity
- In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
- Beyond Alpha: What Can We Learn from Passive Hedge Fund Activity?
- Active Factor Investing: Hedge Funds vs. the Rest of Us
Showing 5 of 6 shared publications
Ravi Jagannathan
Northwestern University (US)
3 shared publications
- Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
- Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
- Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
Dmitry A. Novikov
Northwestern University (US)
3 shared publications
- Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
- Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
- Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
Rakesh Vohra
3 shared publications
- Optimal auctions for asymmetrically budget constrained bidders
- An optimal auction for capacity constrained bidders: a network perspective
- Optimal Auctions for Asymmetrically Budget Constrained Bidders
Yongjia Li
Boise State University (US)
3 shared publications
- Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs
- Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models
- Active Factor Investing: Hedge Funds vs. the Rest of Us
William R. McCumber
Louisiana Tech University (US)
2 shared publications
- Where Do Hedge Fund Returns Come from? A Comparison of Alpha and Beta Activity
- Beyond Alpha: What Can We Learn from Passive Hedge Fund Activity?
Yongjia Li
Boise State University (US)
2 shared publications
- In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
- Active factor investing: Hedge funds versus the rest of us
Yuekun Liu
University of Manchester (GB)
1 shared publication
- How do We Capture Long-Horizon Factor Timing? Measures and their Application to Hedge and Mutual Funds
Timothy Brandon Riley
University of Arkansas at Fayetteville (US)
1 shared publication
- Do hedge funds bet against beta?
Qing Yan
Towson University (US)
1 shared publication
- Do hedge funds bet against beta?
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