Scott Bennett

Russell Investments

Portfolio Manager

King Street

Sydney, WA NSW 2000

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

277

CITATIONS

1

Scholarly Papers (2)

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, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 191 (132,759)
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, Capital Markets CRC Limited, 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, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 59 (247,819)

Abstract:

performance persistence, active management, portfolio holdings, trades