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

SCHOLARLY PAPERS

3

DOWNLOADS

363

CITATIONS

1

Scholarly Papers (3)

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

Number of pages: 44 Posted: 31 Aug 2012 Last Revised: 02 Aug 2013
Russell Investments, Macquarie Graduate School of Management, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 189 (130,543)
Citation 1

Abstract:

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
Russell Investments, Macquarie Graduate School of Management, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management

Abstract:

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

2.

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Number of pages: 34 Posted: 13 Oct 2013 Last Revised: 21 Sep 2015
Russell Investments, Macquarie Graduate School of Management, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 59 (245,034)

Abstract:

performance persistence, active management, portfolio holdings, trades

3.

How Much Does Tax Erode Fund Excess Return?

Number of pages: 48 Posted: 22 Feb 2016 Last Revised: 12 Oct 2016
Centre for International Finance and Regulation (CIFR), Macquarie Graduate School of Management, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 0 (234,623)

Abstract:

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