Graham Harman

Russell Investments

909 A Street

Tacoma, WA 98402

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 40,841

SSRN RANKINGS

Top 40,841

in Total Papers Downloads

776

CITATIONS

1

Scholarly Papers (5)

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 138 (168,608)

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 124 (183,589)

Abstract:

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 187 (128,960)
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

3.

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 158 (150,131)

Abstract:

Global Equities, Performance Evaluation, Active Management, Currency

4.

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 (241,425)

Abstract:

performance persistence, active management, portfolio holdings, trades

5.

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 (236,131)

Abstract:

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