Prof. Guillermo Baquero, PhD

Professor - aktiv

Position / Amtsbezeichnung
Associate Professor
Universität
ESMT European School of Management and Technology
Arbeitsbereiche
Finance and Governance
Forschungsbereiche
Hedge Funds
Mutual Funds
Behavioral Finance
Experimental Economics
Microfinance
Land
Deutschland
Ort / PLZ
10178 Berlin
Strasse
Schlossplatz 1
Telefon
+49 (0) 30 212 31-0 (Zentrale)
FAX
+49 (0) 30 212 31-9 (Zentrale)

Tätigkeit an Business Schools

  • ESMT

Auszeichnungen und Ehrungen

First Prize for the paper "A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money," awarded to the Best Paper in Hedge Funds at the European Finance Association meetings, Zurich, 2006.

Second Prize for the paper "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," awarded to the Second Best Paper in Hedge Funds at the European Finance Association meetings, Glasgow, 2003.

Grant from the Belgian Program "Interuniversity Poles of Attraction," sponsored by the Prime Minister's Office, Science Policy Programming, 2000–2001.

Veröffentlichungen

Journal Publications

Baquero, G., Verbeek, M., and Horst, J. (2005). Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. Journal of Financial and Quantitative Analysis 40: 493–517.


Working Papers

Baquero, G., and Verbeek, M. (2009). A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money. ERIM Working paper, Erasmus University Rotterdam.

Baquero, G., and Verbeek, M. (2006). Do “Sophisticated” Investors Believe in the Law of Small Numbers? Working paper, Erasmus University Rotterdam.

Baquero, G., and Verbeek, M. (2006). Style Investing: Evidence from Hedge Fund Investors. Working paper, Erasmus University Rotterdam.


Work in Progress

Baquero, G., Smit, W., and Wathieu, L. (2009). From Unfairness to Generosity. Sharing Behavior in Good and Bad Times. (Project sponsored by the Peter Curtius Foundation).

Baquero, G., Smit, W., and Wathieu, L. (2009). Fairness in Bilateral Investment Decisions in New Business Ventures. Experimental Evidence.

Baquero, G., Hamadi, M., and Heinen, A. (2009). Outreach and the Financing of Microfinance Institutions. (Grant from the Fonds National de la Recherche, Luxembourg).

Baquero, G., and Verbeek, M. (2009). Funds of Hedge Funds: Money Flows and Style Investing (Joint collaboration between Erasmus University and ESMT).

Baquero, G. (2009). Are Hedge Fund Investors Diversified? (Joint collaboration between Erasmus University and ESMT).

Baquero, G. (2009). The Flow-Performance Relation of Hedge Funds Under Style Investing.

Baquero, G. (2008). A Model of Risk Taking by Hedge Fund Managers when Investors Differ in their Evaluation Horizons.

Baquero, G. (2008). On the Fund-Picking Abilities of Investors in Funds-of-Funds.

Baquero, G., and Marquering, W. (2007). Superstition in Financial Decisions. Evidence from Asian Markets.

Baquero, G. (2007). Has the Rise of Hedge Funds Increased Market Instability? Further Evidence on the Limits of Arbitrage.

Teile diesen Professor

Nutzungshinweise: Jede natürliche Person darf sich nur mit einer E-Mail Adresse bei WiWi-Online registrieren lassen. Die Nutzung der Daten die WiWi-Online bereitstellt ist nur für den privaten Gebrauch bestimmt - eine gewerbliche Nutzung ist verboten. Eine automatisierte Nutzung von WiWi-Online und dessen Inhalte, z.B. durch Offline-Browser, Download-Manager oder Webseiten etc. ist ausdrücklich strengstens untersagt. Zuwiderhandlungen werden straf- und zivilrechtlich verfolgt.