Jarkko PeltomäkiKTT |
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![[Kuva]](/midcom-serveattachmentguid-105a4853c239b42bbb24bafa82f6a862/jarkko2.jpg)
Current professional interests
- Hedge funds
- International finance
- Investment strategies
- Portfolio performance evaluation
Contact information
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Teaching
- Theory of Investments 2010 (LASK3018)
Website
- Bachelor’s Thesis instruction 2010
- Master’s Thesis instruction 2010
- Literature Course in Finance (LASK3029)
Syllabus
- Rahoituksen perusteet 2011 (LASK1008)
Kurssiohjelma
Luentomateriaali, osa 1
Luentomateriaali, osa 2
Publications and Research
Doctoral Thesis
- Do Investors Benefit from Options Use and Complex Derivative Strategies of a Hedge Fund? Acta Wasaensia 216.
Publications in Refereed International Journals
Peltomäki, J. (2007). The Asymmetric Impact of Volatility Risk on Hedge Fund Returns. Journal of Applied Finance 17:1, 88-95.
Peltomäki, J. (2008). Emerging Market Hedge Funds and the Yen Carry Trade. Emerging Markets Review 9:3, 220-290.
Peltomäki, J. (2009). Investor Sentiment and Time-Varying Market Risk in Market-Neutral Hedge Funds. Journal of Behavioral Finance 10:4, 226-233.
- Peltomäki, J. and E. Peni (2009). Is There Momentum in Cross-Sectional Anomalies? Journal of Wealth Management 12:3, 78-88.
- Peltomäki, J. (2009). The Performance of Currency Hedge Funds and the Yen/USD Carry Trade. International Journal of Finance and Economics (forthcoming)
- Peltomäki, J. and E. Peni (2010). Style Rotation and the Performance of Equity Long/Short Hedge Funds. Journal of Derivatives & Hedge Funds 16:3, 162-175.
- Peltomäki, J. (2010). On Derivatives Use by Equity Specialized Hedge Funds. Journal of Derivatives & Hedge Funds (forthcoming)
- Peltomäki, J. (2010). Nonlinear Exposures of Fundamental Index Returns. Journal of Wealth Management 13:3, 96-106.
Working Papers
- Do Investors Really Need Complex Derivative Strategies? Evidence from Hedge Funds and Funds of Hedge Funds (available for download)
- Friday the Thirteenth and the Stock Market, jointly with Emilia Peni (available for download)
- Geographical Focus in Emerging Markets and Hedge Fund Performance, jointly with Juha Kotkatvuori-Örnberg and Jussi Nikkinen (available for download)
- Profitability and Diversification Benefits of Momentum Strategies on Commodity Index Futures, jointly with Sami Vähämaa, Jussi Nikkinen, and Antti Aalto
- Investor Sentiment Inferred from Google Search Volumes, jointly with Jussi Nikkinen and Antti Klemola
- On Integration of National Bank Stock Indexes in Europe, jointly with Emilia Peni
