Filter Results
:
(149)
Show Results For
-
All HBS Web
(115,671)
- Faculty Publications (149)
Show Results For
-
All HBS Web
(115,671)
- Faculty Publications (149)
- October 2011 (Revised March 2012)
- Case
AQR's DELTA Strategy
By: Daniel Bergstresser, Lauren Cohen, Randolph B. Cohen and Christopher Malloy
In the summer of 2008, AQR Capital Management was considering the launch of a new hedge fund strategy. The proposed DELTA portfolio would offer investors exposure to a basket of nine major hedge fund strategies. The DELTA strategy would be innovative in two ways....
View Details
Bergstresser, Daniel, Lauren Cohen, Randolph B. Cohen, and Christopher Malloy. "AQR's DELTA Strategy." Harvard Business School Case 212-038, October 2011. (Revised March 2012.)
- October 2011 (Revised March 2012)
- Case
Business Intelligence Advisors (BIA), Inc.: Finding the Hidden Meaning in Corporate Disclosures
By: Lauren Cohen and Christopher Malloy
Cohen, Lauren, and Christopher Malloy. "Business Intelligence Advisors (BIA), Inc.: Finding the Hidden Meaning in Corporate Disclosures." Harvard Business School Case 212-031, October 2011. (Revised March 2012.)
- September 2011 (Revised March 2012)
- Case
Fundamental Analysis in Emerging Markets: Autoweb Holdings
By: Lauren Cohen and Christopher Malloy
Cohen, Lauren, and Christopher Malloy. "Fundamental Analysis in Emerging Markets: Autoweb Holdings." Harvard Business School Case 212-022, September 2011. (Revised March 2012.)
- September 2011 (Revised March 2012)
- Case
Fundamental Analysis in Emerging Markets: Tren Anuncio Ràpido
By: Lauren Cohen and Christopher Malloy
Keywords:
Emerging Markets
Cohen, Lauren, and Christopher Malloy. "Fundamental Analysis in Emerging Markets: Tren Anuncio Ràpido." Harvard Business School Case 212-023, September 2011. (Revised March 2012.)
- April 2011 (Revised May 2011)
- Supplement
AQR's Momentum Funds (B)
By: Daniel Baird Bergstresser, Lauren H. Cohen, Randolph B. Cohen and Christopher J. Malloy
This is a (B) case for AQR's Momentum Funds. It follows the first year of performance of the funds after launching, and gives students a critical inflection point for analyzing the nascent stages of a new product launch and the potential path dependence of the product...
View Details
Keywords:
Change;
Decision Choices and Conditions;
Investment Funds;
Product Launch;
Product;
Performance;
Perspective;
Strategy
Bergstresser, Daniel Baird, Lauren H. Cohen, Randolph B. Cohen, and Christopher J. Malloy. "AQR's Momentum Funds (B)." Harvard Business School Supplement 211-075, April 2011. (Revised May 2011.)
- 2011
- Working Paper
Do Powerful Politicians Cause Corporate Downsizing?
By: Lauren H. Cohen, Joshua D. Coval and Christopher J. Malloy
This paper employs a new empirical approach for identifying the impact of government spending on the private sector. Our key innovation is to use changes in congressional committee chairmanship as a source of exogenous variation in state-level federal expenditures. In...
View Details
Keywords:
Economic Growth;
Investment;
Spending;
Government Administration;
Employment;
Managerial Roles
Cohen, Lauren H., Joshua D. Coval, and Christopher J. Malloy. "Do Powerful Politicians Cause Corporate Downsizing?" NBER Working Paper Series, No. 15839, March 2011.
- November 2010 (Revised May 2012)
- Case
Innovating into Active ETFs: Factor Funds Capital Management LLC
By: Kenneth A. Froot, Lauren Cohen and Scott Waggoner
Kishore Karunakaran, President and COO of FFCM, faces a variety of challenges in launching an innovative investment management business in the rapidly evolving ETF space.
View Details
Keywords:
Investment Management;
Institutional Investments;
Entrepreneurial Finance;
Financial Management;
Innovation Strategy;
Corporate Entrepreneurship;
Capital Markets;
Investment Funds;
Financial Strategy;
Management Teams;
Financial Services Industry;
Boston
Froot, Kenneth A., Lauren Cohen, and Scott Waggoner. "Innovating into Active ETFs: Factor Funds Capital Management LLC." Harvard Business School Case 211-031, November 2010. (Revised May 2012.)
- 2010
- Working Paper
Decoding Inside Information
By: Lauren Cohen, Christopher Malloy and Lukasz Pomorski
Using a simple empirical strategy, we decode the information in insider trades. Exploiting the fact that insiders trade for a variety of reasons, we show that there is predictable, identifiable "routine" insider trading that is not informative for the future of firms....
View Details
Keywords:
Forecasting and Prediction;
Stocks;
Financial Markets;
Investment;
Investment Return;
Investment Portfolio;
Market Transactions
Cohen, Lauren, Christopher Malloy, and Lukasz Pomorski. "Decoding Inside Information." NBER Working Paper Series, No. 16454, October 2010. (Winner of Institute for Quantitative Investment Research (INQUIRE) Grant presented by Institute for Quantitative Investment Research. Winner of Chicago Quantitative Alliance Academic Paper Competition. First Prize presented by Chicago Quantitative Alliance.)
- October 2010
- Article
The Power of Alumni Networks
By: Lauren Cohen and Christopher J. Malloy
Cohen, Lauren, and Christopher J. Malloy. "The Power of Alumni Networks." Harvard Business Review 88, no. 10 (October 2010).
- September 2010 (Revised March 2012)
- Case
AQR's Momentum Funds (A)
By: Daniel Baird Bergstresser, Lauren H. Cohen, Randolph B. Cohen and Christopher J. Malloy
AQR is a hedge fund based in Greenwich, Connecticut, that is considering offering a wholly new line of product to retail investors, namely the ability to invest in the price phenomenon known as momentum. There is a large body of empirical evidence supporting momentum...
View Details
Keywords:
Financial Strategy;
Investment Funds;
Investment Portfolio;
Governing Rules, Regulations, and Reforms;
Product Development;
Financial Services Industry;
Greenwich
Bergstresser, Daniel Baird, Lauren H. Cohen, Randolph B. Cohen, and Christopher J. Malloy. "AQR's Momentum Funds (A)." Harvard Business School Case 211-025, September 2010. (Revised March 2012.)
- 29 Sep 2010
- Talk
Presented testimony on the 'Impacts of Government Spending'
By: Lauren Cohen
Cohen, Lauren. "Presented testimony on the 'Impacts of Government Spending'." Hearing on Recovery Act Transportation and Infrastructure Projects: Impacts on Local Communities and Business, U.S. House of Representatives, Committee on Transportation and Infrastructure, Washington, DC, September 29, 2010.
- August 2010
- Article
Sell-Side School Ties
By: Lauren H. Cohen, Christopher J. Malloy and Andrea Frazzini
We study the impact of social networks on agents' ability to gather superior information about firms. Exploiting novel data on the educational backgrounds of sell-side equity analysts and senior officers of firms, we test the hypothesis that analysts' school ties to...
View Details
Keywords:
Investment Return;
Investment Portfolio;
Corporate Disclosure;
Governing Rules, Regulations, and Reforms;
Knowledge Acquisition;
Social and Collaborative Networks
Cohen, Lauren H., Christopher J. Malloy, and Andrea Frazzini. "Sell-Side School Ties." Journal of Finance 65, no. 4 (August 2010): 1409–1437. (Winner of Smith Breeden Prize for the Best Paper Published in the Journal of Finance in Asset Pricing (Distinguished Paper) 2010.)
- April 2010 (Revised September 2011)
- Teaching Note
Miracle Life Inc. (TN)
By: Lauren H. Cohen and Christopher J. Malloy
Teaching Note for [210039].
View Details
- November 2009 (Revised May 2017)
- Case
Miracle Life, Inc.
By: Lauren Cohen and Christopher Malloy
Miracle Life is a firm with a unique setup and organizational structure. Specifically, it is a network marketing firm, also known as multi-level marketing (MLM) firm, which utilizes a large distributor base and depends on this individual distributor base to sell its...
View Details
Keywords:
Finance;
Cash Flow;
Stocks;
Growth and Development Strategy;
Product Marketing;
Distribution;
Organizational Structure
Cohen, Lauren, and Christopher Malloy. "Miracle Life, Inc." Harvard Business School Case 210-039, November 2009. (Revised May 2017.)
- October 2009
- Article
Attracting Flows by Attracting Big Clients
By: Lauren Cohen and Breno Schmidt
We explore a new channel for attracting inflows using a unique dataset of corporate 401(k) retirement plans and their mutual fund family trustees. Families secure substantial inflows by being named the trustee of a 401(k) plan. We find that family trustees...
View Details
Cohen, Lauren, and Breno Schmidt. "Attracting Flows by Attracting Big Clients." Journal of Finance 64, no. 5 (October 2009): 2125–2151. (Winner of the Barclays Global Investors Best Paper Prize, Asset Allocation Symposium, European Finance Association 2006. Winner of the Society of Quantitative Analysts Award, Best Paper in Quantitative Investments, Western Finance Association 2007.)
- March 2009 (Revised February 2010)
- Teaching Note
PlanetTran (TN)
By: Lauren H. Cohen and Christopher J. Malloy
Teaching Note for [209029].
View Details
- March 2009 (Revised August 2012)
- Teaching Note
Tottenham Hotspur plc (TN)
By: Lauren H. Cohen, Joshua D. Coval and Christopher J. Malloy
Teaching Note for [209059].
View Details
- March 2009
- Article
Loyalty-Based Portfolio Choice
By: Lauren Cohen
I evaluate the effect of loyalty on individuals' portfolio choice using a unique dataset of retirement contributions. I exploit the statutory difference that in 401(k) plans stand alone employees can invest directly in their division, while conglomerate employees must...
View Details
Keywords:
Investment;
Retirement;
Decisions;
Employees;
Performance Evaluation;
Business Conglomerates;
Compensation and Benefits
Cohen, Lauren. "Loyalty-Based Portfolio Choice." Review of Financial Studies 22, no. 3 (March 2009): 1213–1245.
- Article
Shorting Demand and Predictability of Returns
By: Lauren Cohen, Karl B. Diether and Christopher J. Malloy
Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy. "Shorting Demand and Predictability of Returns." Journal of Investment Management 7, no. 1 (First Quarter 2009): 36–52.
- November 2008 (Revised June 2022)
- Case
Tottenham Hotspur plc
By: Lauren H. Cohen, Joshua D. Coval and Christopher J. Malloy
Tottenham Hotspur Football Club is a publicly-owned professional soccer team based in London, England. The club's chairman, Daniel Levy, is contemplating a significant investment in physical assets, including the development of a new stadium as well as the acquisition...
View Details
Keywords:
Valuation;
Capital Budgeting;
Decision Making;
Competency and Skills;
Cash Flow;
Investment;
Buildings and Facilities;
Sports;
Investment Portfolio;
Financial Strategy;
Sports Industry;
London
Cohen, Lauren H., Joshua D. Coval, and Christopher J. Malloy. "Tottenham Hotspur plc." Harvard Business School Case 209-059, November 2008. (Revised June 2022.)