@csialm

Professor of Finance

 Austin, TX
faculty.mccombs.utexas.edu/Clemens.Sialm/
Joined May 2015
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Reminder: Submission deadline for the 2024 MFA Annual Meeting is October 1st. For conference details including Call for Papers visit  midwestfinance.org/annual-me…
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We are pleased to share that Clemens Siam @csialm @UTexasMcCombs and Anna Pavlova @LBS are joining the RFS team as Editors, effective July 1.
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Very much enjoyed my session with ⁦@UTAustin⁩ ⁦@UTexasMcCombs⁩ MBA students today. Hook ‘em!
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Clemens Sialm retweeted
NBER
@nberpubs11 Dec 2022
Revenue sharing affects the investment menu of 401(k) plans. Revenue-sharing funds are more expensive and exhibit worse performance, from Veronika K. Pool, @csialm, and Irina Stefanescu nber.org/papers/w30721
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#Forthcoming: How Global Is Your Mutual Fund? International Diversification from Multinationals Irem Demirci @NovaSBE Miguel A Ferreira @NovaSBE Pedro Matos @DardenMBA Clemens Sialm @csialm @UTexasMcCombs academic.oup.com/rfs/advance…
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Clemens Sialm retweeted
NBER
@nberpubs1 Aug 2021
Fixed-income mutual funds take advantage of currency derivatives to manage risks, to enhance their returns, and to gain a competitive advantage, from @csialm and @QifeiZhu nber.org/papers/w29082
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Forthcoming: Out of sight no more? The effect of fee disclosures on 401(k) investment allocations Mathias Kronlund, @Tulane Veronika K. Pool, @VanderbiltU Clemens Sialm, Clemens Sialm, @UTexasMcCombs Irina Stefanescu, Federal Reserve Board sciencedirect.com/science/ar…
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Clemens Sialm retweeted
NBER
@nberpubs13 Jun 2021
A successful Chapter 13 bankruptcy filing with mortgage cramdown reduces the five-year foreclosure rate by 29 percentage points, from Jacelly C. Cespedes, Carlos R. Parra, and @csialm nber.org/papers/w28900
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Clemens Sialm retweeted
Qifei Zhu@QifeiZhu15 Jun 2021
I'm looking forward to presenting my paper, "Currency Management by International Fixed Income Mutual Funds" (with @csialm) this Thursday at the WFA meeting! westernfinance.org/conferenc… Was hoping to go to Hawaii for this WFA, but instead will present from home at 4am local time😂

Conference-2021

westernfinance.org
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It's well known that the NPV() function in Excel is wrong, in that it assumes that the first cell indexes to 1 rather than 0. Having implored my students for the 200th time to not use it and just code the NPV as an in place sum, I speculated as to why it was like this. 1/3
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Your periodic reminder that Nobel Prize winning is mostly driven by chocolate consumption.
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Clemens Sialm retweeted
NBER
@nberpubs10 Mar 2021
If the Dow Jones Industrial Average had adjusted for dividends and other corporate actions since 1928, the index would have closed at 1,113,047 instead of 28,538 at the end of 2019, from Jacky Lin, Genevieve C. Selden, John B. Shoven, and @csialm nber.org/papers/w28528
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Congrats to the authors of our 2020 Graham and Dodd Awards winners! Top Award “The Tax Benefits of Separating Alpha from Beta” cfainst.is/3i3v9QF Scroll Award “Public Sentiment and the Price of Corporate Sustainability” cfainst.is/2Xx4sdS #FinancialAnalystsJournal #ETFs
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I am very honored to have received earlier this semester an honorary doctorate (Dr. oec. h.c.) from my alma mater, the University of St. Gallen in Switzerland.
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We are extremely excited to invite you to our first mini-conference this coming Tuesday October 19. An amazing lineup of speakers will discuss the most recent research on Mutual Funds. Registration: virtualfinance.org
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Clemens Sialm retweeted
NBER
@nberpubs13 Aug 2020
Mutual funds that invest in domestic multinational firms provide substantial international diversification and generate superior performance, from Irem Demirci, Miguel A. Ferreira, Pedro Matos, and @csialm nber.org/papers/w27648
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Clemens Sialm retweeted
NBER
@nberpubs28 Jul 2020
Investors in 401(k) plans become more sensitive to fund expenses and short-term performance after the 2012 fund disclosure reform, from Mathias Kronlund, Veronika K. Pool, @csialm, and Irina Stefanescu nber.org/papers/w27573
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Senior Shoutout / Daniel Sialm / 2020
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1/ Tax Benefits of Separating Alpha from Beta (Liberman, Sialm, Sosner, Wang) "The turnover of a strategy that separates α from β is concentrated on the long-short component and enables the deferral of capital gains on the passive market component." papers.ssrn.com/sol3/papers.…
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Forthcoming: Home Bias and Local Contagion: Evidence from Funds of Hedge Funds by Clemens Sialm @UTexasMcCombs @nberpubs, Zheng Sun @UCIrvine_MBA, and Lu Zheng @UCIrvine_MBA academic.oup.com/rfs/advance…
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