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Fund size, transaction costs and performance : size matters!
Chan, Howard Wei-hong; Faff, Robert W.; Gallagher, David R. - In: Australian journal of management 34 (2009) 1, pp. 73-96
Persistent link: https://www.econbiz.de/10003870209
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The value of alpha forecasts in portfolio construction
Fong, Kingsley; Gallagher, David R.; Lee, Adrian D. - In: Australian journal of management 34 (2009) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10003870211
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Investment manager skill in small-cap equities
Chen, Cong; Comerton-Forde, Carole; Gallagher, David R.; … - In: Australian journal of management 35 (2010) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10003975423
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Diversifying in public real estate: the ex-post performance
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: The journal of asset management 8 (2007/08) 6, pp. 361-373
Persistent link: https://www.econbiz.de/10003632521
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Portfolio construction and performace measurement when returns are non-normal
Benson, Karen; Gray, Philip K.; Kalotay, Egon; Qiu, Judy - In: Australian journal of management 32 (2007/08) 3, pp. 445-461
Persistent link: https://www.econbiz.de/10003687021
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Quantitative or momentum-based multi-style rotation? : UK experience
Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381
Persistent link: https://www.econbiz.de/10003924923
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Markov-switching asset allocation : do profitable strategies exist?
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André - In: The journal of asset management 12 (2011) 5, pp. 310-321
Persistent link: https://www.econbiz.de/10009377004
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Investment choice and performance potential in the mutual fund industry
Adams, Zeno; Füss, Roland; Wohlschiess, Volker - In: The journal of asset management 13 (2012) 2, pp. 84-101
Persistent link: https://www.econbiz.de/10009550617
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Review of the performance and robustness of several investment strategies applied to an international equity portfolio
Nguyen, Tristan; Wörtche, Gerhard - In: The journal of asset management 13 (2012) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10009550630
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630