Graham Harman

Russell Investments

909 A Street

Tacoma, WA 98402

United States

SCHOLARLY PAPERS

5

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1,124

SSRN CITATIONS
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SSRN RANKINGS

Top 41,992

in Total Papers Citations

8

CROSSREF CITATIONS

5

Scholarly Papers (5)

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 265 (118,083)
Citation 1

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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
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 156 (195,277)

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2.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 55 Posted: 18 Oct 2016 Last Revised: 19 Oct 2018
Rozetta Institute, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 262 (120,102)

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Global Equities, Performance Evaluation, Active Management, Currency

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, Rozetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 228 (137,734)
Citation 10

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

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

4.

How Much Does Tax Erode Fund Excess Return?

Number of pages: 54 Posted: 22 Feb 2016 Last Revised: 02 Feb 2018
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 111 (254,172)

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

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, Rozetta Institute, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 101 (273,033)

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performance persistence, active management, portfolio holdings, trades

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Accounting & Finance, Vol. 58, Issue 1, pp. 91-125, 2018
Number of pages: 35 Posted: 28 Mar 2018
Russell Investments, Rozetta Institute, Russell Investments, Centre for International Finance and Regulation (CIFR) and Russell Investments
Downloads 1 (703,000)
Citation 1
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Performance persistence, Performance evaluation, Active management, Portfolio holdings, Trades