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Clemens Sialm. Published 24 articles in journals.
Identificação

Identificação pessoal

Nome completo
Clemens Sialm

Nomes de citação

  • Sialm, Clemens

Identificadores de autor

Ciência ID
F812-5142-174B
ORCID iD
0000-0002-5392-3963
Formação
Grau Classificação
1995/09/01 - 2001/06/30
Concluído
 Economics (Doktori fokozat (PhD))
Stanford University Department of Economics, Estados Unidos
1991/09/01 - 1995/09/30
Concluído
 Finance and Economics (Licencjat)
Universitat St. Gallen, Suiça
Percurso profissional

Docência no Ensino Superior

Categoria Profissional
Instituição de acolhimento 		Empregador
2007/08/01 - Atual Professor Catedrático (Docente Universitário) University of Texas at Austin, Estados Unidos
2001/09/01 - 2007/07/31 Professor Auxiliar (Docente Universitário) University of Michigan, Estados Unidos
Produções

Publicações

Artigo em revista
  1. CLEMENS SIALM; HANJIANG ZHANG. "Tax-Efficient Asset Management: Evidence from Equity Mutual Funds". The Journal of Finance 75 2 (2019): 735-777. https://doi.org/10.1111%2Fjofi.12843.
    10.1111/jofi.12843
  2. Clemens Sialm; Zheng Sun; Lu Zheng. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds". The Review of Financial Studies (2019): https://doi.org/10.1093%2Frfs%2Fhhz138.
    10.1093/rfs/hhz138
  3. Irem Demirci; Jennifer Huang; Clemens Sialm. "Government debt and corporate leverage: International evidence". Journal of Financial Economics 133 2 (2019): 337-356. https://doi.org/10.1016%2Fj.jfineco.2019.03.009.
    10.1016/j.jfineco.2019.03.009
  4. Joseph Liberman; Clemens Sialm; Nathan Sosner; Lixin Wang. "The Tax Benefits of Separating Alpha from Beta". Financial Analysts Journal 76 1 (2019): 38-61. https://doi.org/10.1080%2F0015198x.2019.1675421.
    10.1080/0015198x.2019.1675421
  5. Gene Amromin; Jennifer Huang; Clemens Sialm; Edward Zhong. "Complex Mortgages*". Review of Finance 22 6 (2018): 1975-2007. https://doi.org/10.1093%2Frof%2Frfy016.
    10.1093/rof/rfy016
  6. Zhi Da; Borja Larrain; Clemens Sialm; José Tessada. "Destabilizing Financial Advice: Evidence from Pension Fund Reallocations". The Review of Financial Studies 31 10 (2018): 3720-3755. https://doi.org/10.1093%2Frfs%2Fhhy011.
    10.1093/rfs/hhy011
  7. Clemens Sialm; Nathan Sosner. "Taxes, Shorting, and Active Management". Financial Analysts Journal 74 1 (2018): 88-107. https://doi.org/10.2469%2Ffaj.v74.n1.1.
    10.2469/faj.v74.n1.1
  8. VERONIKA K. POOL; CLEMENS SIALM; IRINA STEFANESCU. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans". The Journal of Finance 71 4 (2016): 1779-1812. https://doi.org/10.1111%2Fjofi.12411.
    10.1111/jofi.12411
  9. Clemens Sialm; T. Mandy Tham. "Spillover Effects in Mutual Fund Companies". Management Science 62 5 (2016): 1472-1486. https://doi.org/10.1287%2Fmnsc.2015.2200.
    10.1287/mnsc.2015.2200
  10. Clemens Sialm; Laura Starks; Hanjiang Zhang. "Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes". American Economic Review 105 5 (2015): 432-436. https://doi.org/10.1257%2Faer.p20151006.
    10.1257/aer.p20151006
  11. CLEMENS SIALM; LAURA T. STARKS; HANJIANG ZHANG. "Defined Contribution Pension Plans: Sticky or Discerning Money?". The Journal of Finance 70 2 (2015): 805-838. https://doi.org/10.1111%2Fjofi.12232.
    10.1111/jofi.12232
  12. CLEMENS SIALM; LAURA STARKS. "Mutual Fund Tax Clienteles". The Journal of Finance 67 4 (2012): 1397-1422. https://doi.org/10.1111%2Fj.1540-6261.2012.01751.x.
    10.1111/j.1540-6261.2012.01751.x
  13. Jennifer Huang; Clemens Sialm; Hanjiang Zhang. "Risk Shifting and Mutual Fund Performance". Review of Financial Studies 24 8 (2011): 2575-2616. https://doi.org/10.1093%2Frfs%2Fhhr001.
    10.1093/rfs/hhr001
  14. Clemens Sialm. "Tax Changes and Asset Pricing". American Economic Review 99 4 (2009): 1356-1383. https://doi.org/10.1257%2Faer.99.4.1356.
    10.1257/aer.99.4.1356
  15. Zoran Ivkovic; Clemens Sialm; Scott Weisbenner. "Portfolio Concentration and the Performance of Individual Investors". Journal of Financial and Quantitative Analysis 43 3 (2009): 613-655. https://doi.org/10.1017%2Fs0022109000004233.
    10.1017/s0022109000004233
  16. Gene Amromin; Jennifer Huang; Clemens Sialm. "The tradeoff between mortgage prepayments and tax-deferred retirement savings". Journal of Public Economics 91 10 (2007): 2014-2040. https://doi.org/10.1016%2Fj.jpubeco.2007.03.011.
    10.1016/j.jpubeco.2007.03.011
  17. David J. Brophy; Paige P. Ouimet; Clemens Sialm. "Hedge Funds as Investors of Last Resort?". Review of Financial Studies 22 2 (2006): 541-574. https://doi.org/10.1093%2Frfs%2Fhhl045.
    10.1093/rfs/hhl045
  18. Marcin Kacperczyk; Clemens Sialm; Lu Zheng. "Unobserved Actions of Mutual Funds". Review of Financial Studies 21 6 (2006): 2379-2416. https://doi.org/10.1093%2Frfs%2Fhhl041.
    10.1093/rfs/hhl041
  19. Clemens Sialm. "Stochastic taxation and asset pricing in dynamic general equilibrium". Journal of Economic Dynamics and Control 30 3 (2006): 511-540. https://doi.org/10.1016%2Fj.jedc.2005.02.004.
    10.1016/j.jedc.2005.02.004
  20. MARCIN KACPERCZYK; CLEMENS SIALM; LU ZHENG. "On the Industry Concentration of Actively Managed Equity Mutual Funds". The Journal of Finance 60 4 (2005): 1983-2011. https://doi.org/10.1111%2Fj.1540-6261.2005.00785.x.
    10.1111/j.1540-6261.2005.00785.x
  21. John B. Shoven; Clemens Sialm. "Asset location in tax-deferred and conventional savings accounts". Journal of Public Economics 88 1-2 (2004): 23-38. https://doi.org/10.1016%2Fs0047-2727%2802%2900083-x.
    10.1016/s0047-2727(02)00083-x
  22. John B. Shoven; Clemens Sialm. "The Dow Jones Industrial Average". The Journal of Wealth Management 3 3 (2000): 9-18. https://doi.org/10.3905%2Fjwm.2000.320332.
    10.3905/jwm.2000.320332
  23. Joel M. Dickson; John B. Shoven; Clemens Sialm. "Tax Externalities of Equity Mutual Funds". National Tax Journal 53 3, Part 2 (2000): 607-628. https://doi.org/10.17310%2Fntj.2000.3s.01.
    10.17310/ntj.2000.3s.01
  24. John B. Shoven; Clemens Sialm. "Long Run Asset Allocation for Retirement Savings". The Journal of Wealth Management 1 2 (1998): 13-26. https://doi.org/10.3905%2Fjwm.1998.409798.
    10.3905/jwm.1998.409798