Research Papers by Alexey Malakhov:

"Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models" with Yongjia Li

"Active Factor Investing: Hedge Funds vs. the Rest of Us" with Jun Duanmu and Yongjia Li, Review of Financial Economics, 2021: 39 - 4, 424-441

"Capturing Hedge Fund Risk Factor Exposures: Hedge Fund Return Replication with ETFs" with Jun Duanmu and Yongjia Li, Financial Review, 2020: 55 - 3, 405-431
- semifinalist for the FMA 2014 Best Paper Award

"Beta Active Hedge Fund Management" with Jun Duanmu and William R. McCumber, Journal of Financial and Quantitative Analysis, 2018: 53 - 6, 2525-2558

"The Role of Uninformed Investors in an Optimal IPO Mechanism, or What Google Did Right and Facebook Did Wrong"

"Correcting for the Backfill Bias in Hedge Fund Databases," an appendix to "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," with Ravi Jagannathan and Dmitry Novikov

"Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," with Ravi Jagannathan and Dmitry Novikov, Journal of Finance, 2010: 65 - 1, 217-255

"An Optimal Auction for Capacity Constrained Bidders - A Network Perspective," with Rakesh V. Vohra, Economic Theory, 2009: 39 - 1, 113-128

"Optimal Auctions for Asymmetrically Budget Constrained Bidders," with Rakesh V. Vohra, Review of Economic Design, 2008: 12 - 4, 245-257

"Single and Multi-Dimensional Optimal Auctions - A Network Approach," with Rakesh V. Vohra, 2004, Northwestern University, CMS-EMS discussion paper #1397

"Homogenization of Periodic One-Dimensional Flows and Bifurcations," Random Operators and Stochastic Equations, 1997: 5 - 2, 137-146