Markus Ibert

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

Swedish House of Finance

Visiting Research Fellow

Drottninggatan 98

Stockholm, 11160

Sweden

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 34,004

SSRN RANKINGS

Top 34,004

in Total Papers Downloads

1,739

SSRN CITATIONS
Rank 15,787

SSRN RANKINGS

Top 15,787

in Total Papers Citations

44

CROSSREF CITATIONS

28

Scholarly Papers (6)

1.
Downloads 785 ( 38,820)
Citation 17

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 763 (39,784)

Abstract:

Loading...

Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017 Last Revised: 14 May 2021
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 21 (641,503)

Abstract:

Loading...

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 1 (813,698)
Citation 7
  • Add to Cart

Abstract:

Loading...

financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

financial sector income, mutual fund performance, Portfolio manager compensation

What Do Mutual Fund Managers' Private Portfolios Tell Us About Their Skills?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 21 Nov 2017 Last Revised: 08 Nov 2018
Markus Ibert
Board of Governors of the Federal Reserve System
Downloads 219 (171,016)
Citation 1

Abstract:

Loading...

Mutual fund performance, Fund manager skill, Fund manager ownership

What Do Mutual Fund Managers' Private Portfolios Tell Us About Their Skills?

Number of pages: 58 Posted: 19 May 2019
Markus Ibert
Board of Governors of the Federal Reserve System
Downloads 76 (384,986)
Citation 2

Abstract:

Loading...

Mutual fund performance, Fund manager skill, Fund manager ownership

3.

Firm Fundamentals and Realized Factor Betas

Swedish House of Finance Research Paper No. 17-14
Number of pages: 40 Posted: 02 Aug 2017 Last Revised: 15 Aug 2017
Michael Halling, Markus Ibert and Martin Lenz
University of Luxembourg, Board of Governors of the Federal Reserve System and Union Investment
Downloads 273 (138,142)
Citation 1

Abstract:

Loading...

Asset Pricing, Time-Varying Betas, Factor Models, Firm Fundamentals

Expectations of Active Mutual Fund Performance

Swedish House of Finance Research Paper No. 20-4
Number of pages: 94 Posted: 10 Feb 2020 Last Revised: 22 Jul 2021
Magnus Dahlquist, Markus Ibert and Felix Wilke
Stockholm School of Economics, Board of Governors of the Federal Reserve System and Stockholm School of Economics
Downloads 217 (172,594)

Abstract:

Loading...

Alpha, expectations formation, mutual funds

Expectations of Active Mutual Fund Performance

CEPR Discussion Paper No. DP15548
Number of pages: 68 Posted: 23 Dec 2020
Magnus Dahlquist, Markus Ibert and Felix Wilke
Stockholm School of Economics, Board of Governors of the Federal Reserve System and Stockholm School of Economics
Downloads 1 (813,698)
  • Add to Cart

Abstract:

Loading...

5.

Return Expectations and Portfolios: Evidence from Large Asset Managers

Swedish House of Finance Research Paper No. 21-1
Number of pages: 64 Posted: 14 Jan 2021 Last Revised: 29 Jul 2021
Magnus Dahlquist and Markus Ibert
Stockholm School of Economics and Board of Governors of the Federal Reserve System
Downloads 168 (217,491)

Abstract:

Loading...

Expectations formation, stock market expectations, asset management

6.

The Stock Market–Real Economy "Disconnect": A Closer Look

FEDS Notes No. 2020-10-14-2
Posted: 21 Oct 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...