Eric Zitzewitz

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Eric Zitzewitz
EricZitzewitz.jpg
NationalityAmerican
OccupationAcademic
Academic background
Alma materMIT
Academic work
DisciplineFinancial economics
InstitutionsDartmouth
Main interestsAgency problems and incentives
Market-based prediction and forecasting
WebsiteHome page

Eric Zitzewitz is an associate professor of economics at Dartmouth College. His main interests are agency problems and incentives, particularly in financial and information industries, and in market-based prediction and forecasting. His paper, How Widespread is Late Trading in Mutual Funds? (2003),[1] brought the practice of late trading of international mutual funds to public scrutiny.[2]

Papers

Zitzewitz is a co-author of the 2009 third place Roger F. Murray Prize[3] winning paper, Should benchmark indices have alpha? Revisiting performance evaluation.[4] Zitzewitz is the author/co-author of the following most cited papers involving investments, ranked from most to least cited.

Year Study
2003 Who cares about shareholders? Arbitrage-proofing mutual funds[5]
2010 When should firms share credit with employees? Evidence from anonymously managed mutual funds[6]
2010 How much does size erode mutual fund performance? A regression discontinuity[7]
2006 The rise of anonymous teams in fund management[8]

See also

References

  1. Zitzewitz, Eric, (2003). How Widespread is Late Trading in Mutual Funds?. Stanford GSB Research Paper No. 1817: SSRN.CS1 maint: extra punctuation (link) CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  2. Late trading of mutual funds likely costs $400 million annually, expert says, Stanford News Archive, Stanford Report, September 24, 2003
  3. "Roger F. Murray Prize". Qgroup. Retrieved December 22, 2015.
  4. Cremers, Martijn, Petajisto, Antti, Zitzewitz, Eric (2009). Should benchmark indices have alpha? Revisiting performance evaluation. EFA 2009 Bergen Meetings Paper: SSRN.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  5. Zitzewitz, Eric (2003). Who cares about shareholders? Arbitrage-proofing mutual funds. Journal of Law, Economics, and Organization: Oxford University Press. pp. 245–280.
  6. Massa, Massimo and Reuter, Jonathan and Zitzewitz, Eric (2010). When should firms share credit with employees? Evidence from anonymously managed mutual funds. Journal of Financial Economics: North-Holland. pp. 400–424.CS1 maint: multiple names: authors list (link)
  7. Reuter, Jonathan and Zitzewitz, Eric, (2010). How much does size erode mutual fund performance? A regression discontinuity.CS1 maint: extra punctuation (link) CS1 maint: multiple names: authors list (link)
  8. Massa, Massimo and Reuter, Jonathan and Zitzewitz, Eric (2006). The rise of anonymous teams in fund management. INSEAD.CS1 maint: multiple names: authors list (link)

External links

References