Faculty profiles
Narayan Naik
BTech (IIT, Bombay) MBA (IIM, Ahmedabad) PhD (Duke)
Professor of Finance; Director of BNP Paribas Hedge Fund Centre
- Subject area:
- Finance
- Research activity:
- Hedge Fund Centre
Publications
Effect of Managerial Incentives and Discretion on Performance of Hedge Funds (with V Agarwal and N Daniel), Journal of Finance (forthcoming); 'Hedge Funds for Retail Investors: An Examination of Hedged Mutual Funds' (with V Agrawal and N Boyson), Journal of Financial and Quantiative Analysis (2009); Hedge Funds: Performance, Risk and Capital Formation' (with W Fung, D Hsieh and T Ramadori), Journal of Finance (2008); Capacity Constraints and Hedge Fund Strategy Returns (with T Ramadorai & M Stromqvist), European Financial Management (2007); Do Hedge Funds Deliver Alpha? A Baysian and Bootstrap Analysis of Hedge Funds (with R Kosowski and M Teo), Journal of Financial Economics (2007); Hedge Funds (with V Agrawal), Foundations and Trends in Finance (2005); Strategic Trading Behavior and Price Distortion in a Manipulated Market: Anatomy of a Squeeze (with J Merrick and P Yadav), Journal of Financial Economics (2005); Risk and Portfolio Decisions involving Hedge Funds (formerly, Characterizing the Systematic Risk of Hedge Funds with Buy-and-Hold and Option-based Strategies) (with N Naik and V Agrawal), Review of Financial Studies (2004); Do Dealer Firms make a market on a Stock-by-Stock basis or a Portfolio Basis? (with P Yadav), Journal of Financial Economics (2003)
Research interest
Hedge funds, investment management, performance measurement, portfolio selection, risk, capital markets, market microstructure.
Other activities
Consultant to the World Bank and several private corporations and investment banks
Formerly
Project Manager, The Taj Group of Hotels, India
