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Alpha Generation in Portfolio...
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Portfolio selection
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197
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71
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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72
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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73
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 761-781
Persistent link: https://www.econbiz.de/10003782245
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74
Size and investment performance : a research note
Gallagher, David R.
;
Martin, Kyle M.
- In:
Abacus : a journal of accounting, finance and business …
41
(
2005
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10003537349
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75
The state of origin of Australian equity : does active fund manager location matter?
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 503-523
Persistent link: https://www.econbiz.de/10003687066
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76
A model of emulation funds
Chen, Zhe
;
Foster, F. Douglas
;
Gallagher, David R.
; …
- In:
Accounting and finance : journal of the Accounting …
55
(
2015
)
3
,
pp. 717-748
Persistent link: https://www.econbiz.de/10011441343
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77
Style factor timing : an application to the portfolio holdings of US fund managers
Gallagher, David R.
;
Gardner, Peter
;
Schmidt, Camille H.
- In:
Australian journal of management
40
(
2015
)
2
,
pp. 318-350
Persistent link: https://www.econbiz.de/10011342800
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78
Portfolio quality and mutual fund performance
Gallagher, David R.
;
Gardner, Peter
;
Schmidt, Camille H.
; …
- In:
International review of finance
14
(
2014
)
4
,
pp. 485-521
Persistent link: https://www.econbiz.de/10010519750
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79
Industry concentration, excess returns and innovation in Australia
Gallagher, David R.
;
Ignatieva, Ekaterina
;
McCulloch, James
- In:
Accounting and finance : journal of the Accounting …
55
(
2015
)
2
,
pp. 443-466
Persistent link: https://www.econbiz.de/10011402905
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80
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure
Chen, Zhe
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011713513
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