Concepedia

Mikhail Simutin

MS

Statistics

Publications

24

Citations

1.3K

H-Index

18

Active since

2010

Affiliations

University of Toronto(Current)

Arizona State University

University of British Columbia

European Corporate Governance Institute

University of Houston

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

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 · 152 citations · Full text

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Managerial Activeness and Mutual Fund Performance

Hitesh Doshi, Redouane Elkamhi, Mikhail Simutin · The Review of Asset Pricing Studies · 2015 · 147 citations · Full text

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Cash Holdings and Mutual Fund Performance

Mikhail Simutin · European Finance Review · 2013 · 121 citations · Full text

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A Labor Capital Asset Pricing Model

Lars‐Alexander Kuehn, Mikhail Simutin, Jessie Jiaxu Wang · The Journal of Finance · 2017 · 116 citations · Full text

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On the Demand for High-Beta Stocks: Evidence from Mutual Funds

Susan E. K. Christoffersen, Mikhail Simutin · Review of Financial Studies · 2017 · 104 citations · Full text

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