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Return-based style analysis in Australian funds
Faff, Robert W.; Nguyen, Annette; Ip, Bonnie H. I.; … - In: Multinational finance journal : MF ; quarterly … 16 (2012) 3/4, pp. 155-188
Persistent link: https://www.econbiz.de/10010257550
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Style analysis, customized benchmarks, and managed funds : new evidence
Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 253-258
Persistent link: https://www.econbiz.de/10003807574
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Decomposition of mutual fund underperformance
Hu, Jin-li; Chang, Tzu-pu - In: Applied financial economics letters 4 (2008) 4/6, pp. 363-367
Persistent link: https://www.econbiz.de/10003807805
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Style drift and fund performance in up and down markets : Australian evidence
Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 395-398
Persistent link: https://www.econbiz.de/10003808149
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The effect of intervaling on the foreign exchange exposure of Australian stock returns
Di Iorio, Amalia; Faff, Robert W. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001697014