Geoff Warren

Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Senior Lecturer

CBE Building 26C

Kingsley Sreet, Acton

Canberra, ACT 0200

Australia

Centre for International Finance and Regulation (CIFR)

Research Director

Level 7, UNSW CBD Campus

1 O'Connell Street

Sydney, NSW 2000

Australia

http://www.cifr.edu.au/

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 6,920

SSRN RANKINGS

Top 6,920

in Total Papers Downloads

5,401

CITATIONS

2

Scholarly Papers (28)

Long-Term Investing: What Determines Investment Horizon?

CIFR Paper No. 39
Number of pages: 41 Posted: 23 Oct 2014
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 272 (93,652)

Abstract:

Long-Term Investing: What Determines Investment Horizon?

CIFR Paper No. 024/2014
Number of pages: 41 Posted: 28 May 2014 Last Revised: 19 Mar 2017
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 222 (115,545)

Abstract:

2.

Interviews with Institutional Investors: The How and Why of Active Investing

FIRN Research Paper
Number of pages: 52 Posted: 25 Feb 2013 Last Revised: 18 Mar 2017
F. Douglas Foster and Geoff Warren
The University of Sydney - Discipline of Finance and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 333 (44,137)

Abstract:

Active Management, Manager Selection, Multi-manager, Interviews

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
Capital Markets CRC Limited, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 182 (140,077)

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
Capital Markets CRC Limited, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 129 (188,130)

Abstract:

4.

Why Might Investors Choose Active Management?

Number of pages: 49 Posted: 24 Feb 2011 Last Revised: 20 Feb 2013
Geoff Warren and F. Douglas Foster
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The University of Sydney - Discipline of Finance
Downloads 234 (84,108)
Citation 1

Abstract:

Investment Management, Active versus Passive, Manager Selection

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 192 (133,117)
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

6.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 54 Posted: 18 Oct 2016 Last Revised: 03 Aug 2017
Capital Markets CRC Limited, Russell Investments, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 177 (143,675)

Abstract:

Global Equities, Performance Evaluation, Active Management, Currency

7.

When Should Investors Choose an Alternative to Passively Investing in a Capitalization-Weighted Index?

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of pages: 22 Posted: 17 Jul 2010
Don Ezra and Geoff Warren
Russell Investments - New York and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 169 (134,590)

Abstract:

Investment management

8.

Benefits (and Pitfalls) of Long-Term Investing

CIFR Paper No. 40
Number of pages: 56 Posted: 23 Oct 2014
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 158 (108,771)

Abstract:

9.

MySuper: A Stage in an Evolutionary Process

CIFR Paper No. 048/2014
Number of pages: 65 Posted: 13 Dec 2014
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 144 (140,825)

Abstract:

10.

Designing an Investment Organization for Long-Term Investing

CIFR Paper No. 41
Number of pages: 54 Posted: 23 Oct 2014 Last Revised: 19 Mar 2017
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 114 (134,590)

Abstract:

11.

MySuper: A New Landscape for Default Superannuation Funds

CIFR Paper No. 020/2014
Number of pages: 23 Posted: 28 May 2014 Last Revised: 29 May 2014
Warren Chant, Mano Mohankumar and Geoff Warren
Chant West, Chant West and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 93 (124,839)

Abstract:

12.

Portfolio Construction and Performance Evaluation for Long-term Investors

CIFR Paper No. 56/2015
Number of pages: 21 Posted: 18 Mar 2015 Last Revised: 28 Aug 2015
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 88 (134,590)

Abstract:

13.
Downloads 85 (251,430)

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Bond University - Bond Business School, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 85 (253,535)

Abstract:

Capacity Analysis

CIFR Paper No. 129/2016
Posted: 12 Apr 2017
Bond University - Bond Business School, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Abstract:

14.

The Superannuation System and Its Regulation: Views from Fund Executives

CIFR Paper No. 030/2014
Number of pages: 18 Posted: 08 Jul 2014 Last Revised: 13 Jul 2017
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 83 (215,717)

Abstract:

15.

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 (249,594)

Abstract:

performance persistence, active management, portfolio holdings, trades

16.

MySuper vs. KiwiSaver: Retirement Saving for the Less Engaged

Forthcoming, Applied Finance Letters, CIFR Paper No. 037
Number of pages: 14 Posted: 27 Aug 2014 Last Revised: 30 Sep 2014
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 57 (169,718)

Abstract:

Superannuation, MySuper, KiwiSaver, regulation, portfolio construction, fees

17.

Do Franking Credits Matter? Exploring the Financial Implications of Dividend Imputation

CIFR Paper No. 058/2015
Number of pages: 42 Posted: 03 Jun 2015
University of Sydney - Finance Discipline, University of Sydney - School of Business - Finance Discipline and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 53 (120,388)

Abstract:

18.

Delegation, Trust and Defaulting in Retirement Savings: Perspectives from Plan Executives and Members

CIFR Paper No. 065/2015, FIRN Research Paper No. 2638998
Number of pages: 37 Posted: 05 Aug 2015
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 40 (184,024)

Abstract:

19.

What Does it Mean to Be a Long-Term Investor?

Brandes Institute Research Paper No. 2016-04
Number of pages: 10 Posted: 08 Sep 2017
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (207,431)

Abstract:

20.

Capacity Analysis for Equity Funds

Number of pages: 33 Posted: 27 Feb 2017 Last Revised: 18 Apr 2017
Bond University - Bond Business School, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (261,038)

Abstract:

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

21.

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 J. O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (190,999)

Abstract:

22.

Evaluating Fund Capacity: Issues and Methods

CIFR Paper No. 124/2016
Number of pages: 45 Posted: 28 Sep 2016
Michael J. O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (98,270)

Abstract:

23.

The Impact of Broker Market Structure on Stock Liquidity

Number of pages: 47 Posted: 12 Jul 2016 Last Revised: 29 Sep 2016
School of Finance, Actuarial Studies & Statistics, Australian National University, Deloitte Australia and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (375,598)

Abstract:

Market liquidity, Stockbroking, Industrial organization

24.

The Effect of Data Availability in Measuring Fund Managers’ After-Tax Alpha

CIFR Paper No. 100/2016
Number of pages: 35 Posted: 24 Mar 2016 Last Revised: 18 Mar 2017
Zhe Chen, David R. Gallagher and Geoff Warren
Centre for International Finance and Regulation (CIFR), Capital Markets CRC Limited and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (178,685)

Abstract:

active fund management, performance evaluation, data sources, trading, taxation

25.

In-House Investment Management: Making and Implementing the Decision

CIFR Paper No. 094/2016
Number of pages: 41 Posted: 04 Mar 2016 Last Revised: 18 Mar 2017
David R. Gallagher, Tim Gapes and Geoff Warren
Capital Markets CRC Limited, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (61,699)

Abstract:

26.

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), 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 0 (239,041)

Abstract:

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

27.

Long-Term Investing as an Agency Problem

CIFR Paper No. 063/2015
Number of pages: 13 Posted: 01 Oct 2015 Last Revised: 19 Mar 2017
David Neal and Geoff Warren
Future Fund and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (125,424)

Abstract:

28.

Are Imputation Credits Capitalised into Stock Prices?

Accounting & Finance, Vol. 55, Issue 1, pp. 241-277, 2015
Number of pages: 37 Posted: 11 Mar 2015
Hong Leong Investment Bank, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 0 (568,998)
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Abstract:

Dividend imputation, Share valuation, Cost of capital