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Journal articles

Phin A; Prono T; Reeves JJ; Saxena K, 2022, 'Shifts in beta and the TARP announcement', Finance Research Letters, 47,

Saxena K; Barroso P, 2021, 'Lest we forget: learn from out-of-sample forecast errors when optimizing portfolios', The Review of Financial Studies,

Feldman D; Kang C-M; Li J; Saxena K, 2021, 'Politically Motivated Corporate Decisions as Tournament Participation/Inclusion Games', Journal of Corporate Finance, 67, pp. 101883,

Feldman D; Saxena K; Xu J, 2020, 'Is the Active Fund Management Industry Concentrated Enough?', Journal of Financial Economics, 136, pp. 23 - 43,

Garvey G; Saxena K, 2019, 'Practical Applications of Should the Interest Rate Level Influence Asset Allocation?', Practical Applications, 6, pp. 1.2 - 5,

Saxena K; Zolotoy L; Kalev P, 2019, 'Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing', Journal of Financial and Quantitative Analysis, 54, pp. 335 - 368,

Grinblatt M; Saxena K, 2018, 'When factors do not span their basis portfolios', Journal of Financial and Quantitative Analysis, Published online: 12 October 2018, pp. 2335 - 2354,

Saxena K; Grinblatt M, 2018, 'Improving Factor Models', Journal of Portfolio Management, 44, pp. 74 - 88,

Garvey G; Saxena K, 2018, 'Should the interest rate level influence asset allocation?', Journal of Investing, 27, pp. 116 - 125,

Phin A; Prono T; Reeves JJ; Saxena K, 2018, 'Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement', Finance and Economics Discussion Series, 2018,

Barroso P, 2016, 'Lest we forget: Using Out-Of-Sample Errors in Portfolio Optimization', SSRN Electronic Journal,

Saxena K; Guan X, 2016, 'Capital market seasonality: the curious case of large foreign stocks', Finance Research Letters,

Chowdhry B; Roll R; Saxena K, 2013, 'Development and freedom as risk management', Finance Research Letters, 10, pp. 103 - 109

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