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Derivatives, managed funds, investment performance, portfolio risk
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File name: irfi.pdf Size: 153K
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Passive funds, Enhanced index funds, Tracking Error, Index funds, Portfolio configuration, Index revisions, Trading strategies
Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing
Tactical asset allocation, momentum
File name: acfi.pdf Size: 162K
Investment strategy, Managed fund performance, Manager characteristics
File name: acfi.pdf Size: 138K
Fund size, transaction cost, market impact, fund performance
Equity fund benchmarking, Characteristic-based benchmarks
File name: acfi.pdf Size: 285K
Small-cap equity funds, trading activity, performance
Mutual Funds, Style Timing, Macroeconomic Data, Investment Performance, Stock Holdings
Herding, Informational cascades, Trade sequences, Leader and follower trades
Board of Directors, Monitoring, Institutional Investment Behavior
strategic asset allocation, Dynamic asset allocation, International diversification, sector rotation, regime switching, Markov switching
Informativeness, Market microstructure, Wall Street rule, Swing trading, Monitoring
global equity funds, performance attribution, market efficiency, emerging markets, portfolio management
Portfolio construction, Fund mimicking strategies
Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading
Capital Gains Tax, Dividends, Ex-Dividend Day, Institutional Trading, Tax Credits
Seasonality, Portfolio Holdings, Managed Fund Returns, Tax-Loss Selling, Corporate Announcements
File name: jbfa.pdf Size: 234K
Dividends, franking credits, abnormal returns, volume, order imbalance
File name: IRFI.pdf Size: 0K
Trading behavior, informed trading, market impact, institutional trading
Top management turnover, portfolio holdings, fund performance
Gaming behavior, Window dressing, Portfolio pumping, Market manipulation
Fund Flows, Pension Plan Mandates, Performance, Manager Termination
File name: acfi.pdf Size: 174K
Investment manager turnover, fund performance, fund flow
Individual investors, individual investor trade performance, market efficiency
File name: acfi.pdf Size: 121K
Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings
investment style, style drift, consistency, portfolio management, investment performance
Price impact, transaction costs, index fund, active fund
transaction costs, small-cap funds, price impact
price impact, small-cap funds, transaction costs
institutional trading, equity managers, earnings announcements, informed trading, short-term profiting, interpreting
Global Equities, Performance Evaluation, Active Management, Currency
Short-term Trading, Disposition Effect, Portfolio Turnover, Institutional Activism, Monitoring
Portfolio concentration, investment performance, tracking error, active funds
File name: irfi.pdf Size: 222K
hedge funds; peer groups; clustering; relative performance; performance persistence
trading behaviour, investment performance, manager skill, security selection
File name: acfi.pdf Size: 143K
Security Timing, Daily Trading, Performance Evaluation
performance evaluation, active management, portfolio holdings, trades, alpha generation
active management, alpha generation, performance evaluation, portfolio holdings, trades
dividend clienteles, institutions, portfolio holdings, imputation tax credits
portfolio management, capital gains tax, active management
Portfolio Design, Manager Configuration, Decentralised Portfolio Management
analysts over‐optimism, analysts skew, short selling, short interest
Informationless Trading, Sharpe Ratios, Performance Evaluation
active fund management, performance evaluation, data sources, trading, taxation
Performance measurement, market timing measures, disposition effect, overlay strategies
informativeness, voting with your feet, Wall Street rule, churning, governance
Institutional Investor Types, Hedge Funds, Portfolio Holdings, Stock Selection
File name: ACFI.pdf Size: 0K
Portfolio holdings, Institutional investors, Holdings informativeness, Stock picking, Market timing
Active management, investment performance, fundamental analysis, mutual funds, quality, stock holdings
after-tax fund performance, active management, portfolio holdings, trades
Location, Information Advantages, Portfolio Management, Investment Performance
Institutional Traders; Fund Managers; Trading Costs; Brokerage Commissions; Informed Trading; Global Financial Crisis; MiFID II
multi-manager, fund-of-funds, transaction costs, emulation funds
Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds
performance persistence, active management, portfolio holdings, trades
Performance persistence, Performance evaluation, Active management, Portfolio holdings, Trades
Asset consultants; concentration; fund managers; tracking error; turnover
Managed funds, portfolio holdings disclosure, copycat funds
Managed funds, Portfolio holdings disclosure, Copycat funds
Industry concentration, competition, stock return
Competition, Industry concentration, Innovation, Schumpeter
Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage
Brokerage, fund-of-funds, market impact, multi-manager, offsetting trades, portfolio emulation
transaction costs, price impact, brokers
Hedge Funds; Capacity Constraints; Implementation Shortfall; Peer Groups; Performance
File name: abac.pdf Size: 91K
File name: ABAC105.pdf Size: 238K
benchmark index, index fund, investment performance, tracting error
File name: acfi.pdf Size: 102K
File name: acfi.pdf Size: 408K
File name: acfi.pdf Size: 260K
File name: j-629X.pdf Size: 250K
Active small‐cap fund management, Broker recommendations, Alpha
File name: j-629X.pdf Size: 287K
Herding, Informational cascades, Information confirmation, Trade sequences, Leader and follower trades, G14, G23
Superannuation funds, In‐sourcing versus outsourcing, Portfolio construction, Governance
Active fund management, Performance evaluation, Data sources, Trading, Taxation
File name: j-5957.pdf Size: 289K
dividends, clienteles, institutions, funds, portfolio holdings, imputation, tax, prudent-man
Investment performance, macroeconomic data, mutual funds, stock holdings, style timing
Asset allocation, Markov switching, Regime switching, Sector rotation
accruals, asset growth, contrarian, earnings growth, momentum, profitability, size, value
combination forecasts, out-of-sample predictability, portfolio allocation, predictive regression, sector rotation
