Lihui XI

Macquarie Graduate School of Management

PhD Candidate

99 Talavera Road

Sydney, NSW 2109

Australia

Capital Markets CRC Limited

GPO Box 970

55 Harrington Street

Sydney, NSW 2001

Australia

  • Macquarie Graduate School of Management

  • Capital Markets CRC Limited

SCHOLARLY PAPERS

3

DOWNLOADS

522

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (3)

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1.

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Downloads 262 (180,447)
Citation 10

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Number of pages: 44 Posted: 31 Aug 2012 Last Revised: 02 Aug 2013
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, RoZetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 262 (179,685)
Citation 10

Abstract:

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performance evaluation, active management, portfolio holdings, trades, alpha generation

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Australian Journal of Management, Vol. 41, No. 1, 2016
Posted: 29 Jan 2016
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, RoZetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management

Abstract:

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active management, alpha generation, performance evaluation, portfolio holdings, trades

2.

How Much Does Tax Erode Fund Excess Return?

Number of pages: 54 Posted: 22 Feb 2016 Last Revised: 02 Feb 2018
Zhe Chen, Zhe Chen, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
University of New South Wales (UNSW)Acadian Asset Management, RoZetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 140 (315,815)
Citation 1

Abstract:

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after-tax fund performance, active management, portfolio holdings, trades

3.

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Number of pages: 34 Posted: 13 Oct 2013 Last Revised: 21 Sep 2015
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, RoZetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 120 (354,640)

Abstract:

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performance persistence, active management, portfolio holdings, trades