| Transaction costs and capacity of systematic corporate bond strategies A Ivashchenko, R Kosowski Available at SSRN 4557587, 2023 | 5 | 2023 |
| The correlation risk premium: International evidence G Faria, R Kosowski, T Wang Journal of Banking & Finance 136, 106399, 2022 | 23 | 2022 |
| Best short P Della Corte, R Kosowski, N Rapanos Available at SSRN 3436433, 2021 | 6 | 2021 |
| Best Short R Kosowski, P Della Corte, N Rapanos CEPR Discussion Papers, 2021 | | 2021 |
| The Correlation Risk Premium: International Evidence R Kosowski, G Faria, T Wang CEPR Discussion Papers, 2021 | | 2021 |
| The effect of regulatory constraints on fund performance: New evidence from UCITS hedge funds J Joenväärä, R Kosowski Review of Finance 25 (1), 189-233, 2021 | 27* | 2021 |
| The Effect of Regulatory Constraints on Fund Performance J Joenväärä, R Kosowski Oxford University Press, 2021 | | 2021 |
| MACHINE LEARNING AND RISK-MANAGED INVESTING A Shishkina, V Dubykovskyy, R Kosowski, R Ramakrishnan | | 2020 |
| The Double-Edged Sword of The 2020 European Short-Selling Bans PD Corte, R Kosowski, D Papadimitriou, N Rapanos | | 2020 |
| Demystifying time-series momentum strategies: Volatility estimators, trading rules and pairwise correlations N Baltas, R Kosowski Market Momentum: Theory and Practice", Wiley, 2020 | 68 | 2020 |
| NEWSCASTERS VERSUS NOWCASTERS S Baig, R Kosowski, J Teiletche | | 2020 |
| Forecasting beta using machine learning and equity sentiment variables A Jourovski, V Dubikovskyy, P Adell, R Ramakrishnan, R Kosowski Machine Learning for Asset Management: New Developments and Financial …, 2020 | 8 | 2020 |
| ESG Integration within minimum variance portfolios S Razmpa, R Kosowski Issue April, 2020 | 5 | 2020 |
| Short-selling bans in europe: Evidence from the covid-19 pandemic P Della Corte Short-Selling Bans in Europe: Evidence from the COVID-19 Pandemic: Della …, 2020 | 9* | 2020 |
| The effect of investment constraints on hedge fund investor returns J Joenväärä, R Kosowski, P Tolonen Journal of Financial and Quantitative Analysis 54 (4), 1539-1571, 2019 | 49 | 2019 |
| Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? R Kosowski, M Kaupila, P Tolonen CEPR Discussion Papers, 2019 | 2 | 2019 |
| Hedge fund performance: Are stylized facts sensitive to which database one uses? J Joenväärä, M Kaupila, R Kosowski, P Tolonen CEPR Discussion Paper No. DP13618, 2019 | 66 | 2019 |
| Hedge fund performance: What do we know? J Joenväärä, M Kaupila, R Kosowski, P Tolonen Centre for Economic Policy Research, 2019 | 67 | 2019 |
| Market closure and short-term reversal P Della Corte, R Kosowski, T Wang SSRN, 2016 | 3 | 2016 |
| Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds R Kosowski CEPR Discussion Papers, 2015 | | 2015 |
Melvyn TeoLee Kong Chian Professor of Finance, Singapore Management UniversityVerified email at smu.edu.sg