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Michael O'Neill

Bond University - Bond Business School

Adjunct Associate Professor

Gold Coast

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

1,335

TOTAL CITATIONS

6

Scholarly Papers (7)

1.

Evaluating Fund Capacity: Issues and Methods

CIFR Paper No. 124/2016
Number of pages: 45 Posted: 28 Sep 2016
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU)
Downloads 611 (109,339)
Citation 4

Abstract:

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2.
Downloads 244 (312,643)
Citation 1

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU)
Downloads 244 (310,258)
Citation 1

Abstract:

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Capacity Analysis

CIFR Paper No. 129/2016
Posted: 12 Apr 2017
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU)

Abstract:

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3.

Capacity Management for Institutional Asset Owners

CIFR Paper No. 125/2016
Number of pages: 18 Posted: 24 Oct 2016 Last Revised: 18 Jan 2017
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU)
Downloads 242 (315,246)
Citation 1

Abstract:

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4.

Scale Diseconomies and Capacity in Fund Management: Variation Across Equity Markets

Number of pages: 27 Posted: 18 May 2022
Michael O'Neill, Jie (Felix) Sun, Geoff Warren and Min Zhu
Bond University - Bond Business School, Mercer, Australian National University (ANU) and University of Queensland
Downloads 163 (461,984)

Abstract:

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Equity mutual funds, capacity constraints, economies of scale

5.

Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Number of pages: 47 Posted: 31 Jan 2017
Tilak Abeysinghe, Michael O'Neill and Gulasekaran Rajaguru
National University of Singapore (NUS) - Department of Economics, Bond University - Bond Business School and Bond University
Downloads 75 (837,727)

Abstract:

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6.

Capacity Analysis for Equity Funds

Posted: 22 May 2019
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU)

Abstract:

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Capacity, equity mutual funds, alpha, portfolio construction, manager selection, scale

7.

Tail Risk Hedging for Mutual Funds Using Equity Market State Prices

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Michael O'Neill and Zhangxin (Frank) Liu
Bond University - Bond Business School and The University of Western Australia - Department of Accounting and Finance

Abstract:

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mutual fund, state price volatility