Camille Schmidt

Centre for International Finance and Regulation (CIFR)

Level 7, UNSW CBD Campus

1 O'Connell Street

Sydney, NSW 2000

Australia

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 25,168

SSRN RANKINGS

Top 25,168

in Total Papers Downloads

1,407

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
Macquarie Graduate School of Management, Plato Investment Management and Centre for International Finance and Regulation (CIFR)
Downloads 350 (50,590)

Abstract:

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

2.
Downloads 273 ( 87,541)
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
Macquarie Graduate School of Management, Plato Investment Management, Centre for International Finance and Regulation (CIFR) and University of Sydney
Downloads 273 (87,072)
Citation 1

Abstract:

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
Macquarie Graduate School of Management, Plato Investment Management, Centre for International Finance and Regulation (CIFR) and University of Sydney
Downloads 0
Citation 1

Abstract:

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
Macquarie Graduate School of Management, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 133 (173,209)

Abstract:

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
Macquarie Graduate School of Management, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 122 (184,289)

Abstract:

4.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 66 Posted: 18 Oct 2016
Macquarie Graduate School of Management, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 152 (153,870)

Abstract:

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
Macquarie Graduate School of Management, Plato Investment Management, Centre for International Finance and Regulation (CIFR) and University of Sydney
Downloads 100 (213,439)

Abstract:

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, Centre for International Finance and Regulation (CIFR), University of Sydney and Macquarie Graduate School of Management

Abstract:

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

6.

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
Centre for International Finance and Regulation (CIFR), Macquarie Graduate School of Management and Centre for International Finance and Regulation (CIFR)
Downloads 64 (230,814)

Abstract:

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

7.

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Michael J. O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (315,649)

Abstract:

8.

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
Centre for International Finance and Regulation (CIFR), University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 0 (382,839)

Abstract:

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

9.

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
Centre for International Finance and Regulation (CIFR), Macquarie Graduate School of Management and Centre for International Finance and Regulation (CIFR)
Downloads 0 (431,001)

Abstract:

10.

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
Macquarie Graduate School of Management, Plato Investment Management and Centre for International Finance and Regulation (CIFR)

Abstract:

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

11.

Capacity Analysis for Equity Funds

Number of pages: 18 Posted: 27 Feb 2017
Michael J. O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0

Abstract:

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