Camille Schmidt

SuperRatings

Australia

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 47,288

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10

CROSSREF CITATIONS

6

Scholarly Papers (11)

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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
Rozetta Institute, Plato Investment Management and SuperRatings
Downloads 580 (81,702)
Citation 1

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

2.

Global Equity Fund Performance: An Attribution Approach

Downloads 540 (89,418)
Citation 3

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 339 (152,375)

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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
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 201 (257,780)
Citation 1

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3.

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
David R. Gallagher, Peter Gardner, Camille Schmidt and Terry S. Walter
Rozetta Institute, Plato Investment Management, SuperRatings and University of Sydney
Downloads 362 (142,954)

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

4.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 37 Posted: 18 Oct 2016 Last Revised: 19 Apr 2021
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 316 (165,360)

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Global Equities, Performance Evaluation, Active Management, Currency

5.

Capacity Analysis

Downloads 162 (311,976)
Citation 1

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, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 162 (312,068)
Citation 1

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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, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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6.

Quality Investing in an Australian Context

Downloads 143 (345,708)

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
David R. Gallagher, Peter Gardner, Camille Schmidt and Terry S. Walter
Rozetta Institute, Plato Investment Management, SuperRatings and University of Sydney
Downloads 143 (346,382)
Citation 3

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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
Peter Gardner, Camille Schmidt, Terry S. Walter and David R. Gallagher
Plato Investment Management, SuperRatings, University of Sydney and Rozetta Institute

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

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, Zhe Chen, David R. Gallagher and Camille Schmidt
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and SuperRatings
Downloads 117 (402,422)

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

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
SuperRatings, University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 110 (420,940)

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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, Zhe Chen, David R. Gallagher and Camille Schmidt
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and SuperRatings
Downloads 48 (669,294)

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10.

Capacity Analysis for Equity Funds

https://doi.org/10.3905/jpm.2018.44.5.036
Posted: 22 May 2019
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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

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
Rozetta Institute, Plato Investment Management and SuperRatings

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