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Konark Saxena

Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
2017 · Pedro Barroso, Konark Saxena · Review of Financial Studies · 45
Is the Active Fund Management Industry Concentrated Enough?
2016 · David Feldman, Konark Saxena, et al. · Journal of Financial Economics · 36
Politically motivated corporate decisions as tournament participation/inclusion games
2021 · David Feldman, Chang-Mo Kang, et al. · Journal of Corporate Finance · 24
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When Factors Do Not Span Their Basis Portfolios
2018 · Mark Grinblatt, Konark Saxena · Journal of Financial and Quantitative Analysis · 22
Investors reward countries for participating in climate agreements
2024 · Konark Saxena, Mandeep Singh · Nature Communications · 13
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Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing
2018 · Petko S. Kalev, Konark Saxena, et al. · Journal of Financial and Quantitative Analysis · 10
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Development and freedom as risk management
2013 · Bhagwan Chowdhry, Richard Roll, et al. · Finance research letters · 3
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement
2018 · Andrew Phin, Todd Prono, et al. · Finance and Economics Discussion Series · 2
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
2025 · Pankaj K. Agarwal, H K Pradhan, et al. · Emerging Markets Finance and Trade · 1
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Shifts in beta and the TARP announcement
2022 · Andrew Phin, Todd Prono, et al. · Finance research letters · 1
Improving Factor Models
2018 · Mark Grinblatt, Konark Saxena · The Journal of Portfolio Management · 1
Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization
2018 · Pedro Barroso, Konark Saxena · SSRN Electronic Journal · 1
Unconditional Asset Pricing When Betas Covary with the Riskless Rate
2016 · Konark Saxena · SSRN Electronic Journal · 1
Capital market seasonality: The curious case of large foreign stocks
2015 · Xian Guan, Konark Saxena · Finance research letters · 1
When Tastes Affect Asset Prices But Not Expected Returns
2026 · Konark Saxena, Mandeep Singh · SSRN Electronic Journal
Detecting Lies When Truth is Unobservable
2026 · Bhagwan Chowdhry, Konark Saxena · SSRN Electronic Journal
How Exposed are Banks to Physical Climate Risk?
2025 · Kristle Romero Cortés, Konark Saxena, et al. · SSRN Electronic Journal
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
2025 · Pankaj K Agarwal, H. K. Pradhan, et al. · SSRN Electronic Journal
Do Mutual Funds Make Active and Skilled Liquiditychoices in Portfolio Management? Evidence from India
2024 · Pankaj K Agarwal, H. K. Pradhan, et al. · SSRN Electronic Journal
Long Run Risks in FX Markets: Are They There?
2021 · Sun Yong Kim, Konark Saxena · SSRN Electronic Journal
Practical Applications of Should the Interest Rate Level Influence Asset Allocation?
2019 · Gerald Garvey, Konark Saxena · Practical Applications
Do We Live In A Global Village? The International Active Fund Management Industry: Concentration Cross Effects
2019 · David Feldman, Konark Saxena, et al. · RePEc: Research Papers in Economics
Should the Interest Rate Level Influence Asset Allocation?
2018 · Gerald Garvey, Konark Saxena · The Journal of Investing
Estimating Conditional Asset Pricing Models Without Conditioning Information Data
2016 · Konark Saxena · SSRN Electronic Journal
Mutual Fund Separation and the Fama, French, Carhart Factors
2013 · Konark Saxena · SSRN Electronic Journal
Works count: 31
Citation count: 162
H-index: 6
I10-index: 6
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