Concepedia

Mikhail Simutin

MS

Statistics

Publications

24

Citations

1.3K

H-Index

17

Active since

2010

Affiliations

University of Toronto(Current)

Arizona State University

University of British Columbia

University of Houston

Boston College

Mikhail Simutin is an author at University of Toronto specializing in business, finance, and management.

Top concepts

Publications per year

2010–2022

24

Publications

24

Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas

Oliver Boguth, Murray Carlson, Adlai J. Fisher et al. · Journal of Financial Economics · 2011 · 151 citations

, , +7

Managerial Activeness and Mutual Fund Performance

Hitesh Doshi, Redouane Elkamhi, Mikhail Simutin · The Review of Asset Pricing Studies · 2015 · 140 citations · Full text

Cash Holdings and Mutual Fund Performance

Mikhail Simutin · European Finance Review · 2013 · 119 citations

A Labor Capital Asset Pricing Model

Lars‐Alexander Kuehn, Mikhail Simutin, Jessie Jiaxu Wang · The Journal of Finance · 2017 · 114 citations

, , +16

Leverage constraints and asset prices: Insights from mutual fund risk taking

Oliver Boguth, Mikhail Simutin · Journal of Financial Economics · 2017 · 102 citations

, , +12

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