Camille Schmidt

affiliation not provided to SSRN

SCHOLARLY PAPERS

11

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CITATIONS

1

Scholarly Papers (11)

1.

Style Factor Timing: An Application to the Portfolio Holdings of U.S. Fund Managers

Australian Journal of Management, Forthcoming
Number of pages: 60 Posted: 24 Jan 2013 Last Revised: 23 Feb 2015
David R. Gallagher, Peter Gardner and Camille Schmidt
Capital Markets CRC Limited, Plato Investment Management and affiliation not provided to SSRN
Downloads 350 (48,536)

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Mutual Funds, Style Timing, Macroeconomic Data, Investment Performance, Stock Holdings

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
Capital Markets CRC Limited, Russell Investments, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 186 (142,156)

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global equity funds, performance attribution, market efficiency, emerging markets, portfolio management

Global Equity Fund Performance: An Attribution Approach

Financial Analysts Journal, Vol. 73(1): 56-71, 2017
Number of pages: 30 Posted: 12 Mar 2016 Last Revised: 10 Feb 2017
Capital Markets CRC Limited, Russell Investments, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 134 (188,776)

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3.
Downloads 285 ( 92,876)
Citation 1

Portfolio Quality and Mutual Fund Performance

International Review of Finance, Vol. 14, Issue 4, pp. 485-521, 2014
Number of pages: 51 Posted: 25 Sep 2012 Last Revised: 29 Jan 2015
Capital Markets CRC Limited, Plato Investment Management, affiliation not provided to SSRN and University of Sydney
Downloads 284 (92,728)
Citation 1

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Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings

Portfolio Quality and Mutual Fund Performance

International Review of Finance, Vol. 14, Issue 4, pp. 485-521, 2014
Number of pages: 37 Posted: 03 Dec 2014
Capital Markets CRC Limited, Plato Investment Management, affiliation not provided to SSRN and University of Sydney
Downloads 1 (598,635)
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4.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 54 Posted: 18 Oct 2016 Last Revised: 03 Aug 2017
Capital Markets CRC Limited, Russell Investments, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 184 (143,662)

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Global Equities, Performance Evaluation, Active Management, Currency

Quality Investing in an Australian Context

Australian Journal of Management, Vol. 39: 4, 2014, pp. 615-643
Number of pages: 53 Posted: 07 May 2013 Last Revised: 29 Jan 2015
Capital Markets CRC Limited, Plato Investment Management, affiliation not provided to SSRN and University of Sydney
Downloads 102 (232,074)

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Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings

Quality Investing in an Australian Context

Australian Journal of Management, Vol. 39, No. 4, 2014
Posted: 14 Nov 2014
Plato Investment Management, affiliation not provided to SSRN, University of Sydney and Capital Markets CRC Limited

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Active management, investment performance, fundamental analysis, mutual funds, quality, stock holdings

6.
Downloads 90 (250,692)

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 90 (252,646)

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Capacity Analysis

CIFR Paper No. 129/2016
Posted: 12 Apr 2017
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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7.

Are Funds True to Label? Matching Qualitative and Quantitative Information

CIFR Paper No.042/2015
Number of pages: 40 Posted: 24 Oct 2014 Last Revised: 01 Oct 2015
Zhe Chen, David R. Gallagher and Camille Schmidt
Acadian Asset Management, Capital Markets CRC Limited and affiliation not provided to SSRN
Downloads 64 (250,692)

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Asset consultants; concentration; fund managers; tracking error; turnover

8.

Capacity Analysis for Equity Funds

Number of pages: 32 Posted: 27 Feb 2017 Last Revised: 29 Oct 2017
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, affiliation not provided to SSRN and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (214,468)

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Capacity, equity mutual funds, alpha, portfolio construction, manager selection, scale

9.

Index Effects: Evidence from Australia

Journal of Internet Banking and Commerce, Forthcoming
Number of pages: 24 Posted: 13 Jan 2016
Camille Schmidt, Lucy Zhao and Chris S. Terry
affiliation not provided to SSRN, University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 0 (350,020)

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S&P/ASX 200, S&P 500, Price-Pressure Hypothesis, Investor Awareness Hypothesis

10.

Are Funds True to Label? Matching Qualitative and Quantitative Information – Internet Appendix

CIFR Paper No. 042(a)/2015
Number of pages: 19 Posted: 30 Sep 2015
Zhe Chen, David R. Gallagher and Camille Schmidt
Acadian Asset Management, Capital Markets CRC Limited and affiliation not provided to SSRN
Downloads 0 (448,970)

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11.

Style Factor Timing: An Application to the Portfolio Holdings of US Fund Managers

Australian Journal of Management, Vol. 40, No. 2, 2015
Posted: 06 Jun 2015
David R. Gallagher, Peter Gardner and Camille Schmidt
Capital Markets CRC Limited, Plato Investment Management and affiliation not provided to SSRN

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Investment performance, macroeconomic data, mutual funds, stock holdings, style timing