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

The Conexus Institute

Sydney, NSW, 2000

Australia

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

  • The Conexus Institute

SCHOLARLY PAPERS

54

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Rank 5,472

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Top 5,472

in Total Papers Downloads

15,891

TOTAL CITATIONS
Rank 17,613

SSRN RANKINGS

Top 17,613

in Total Papers Citations

88

Scholarly Papers (54)

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1.

Long-Term Investing: What Determines Investment Horizon?

Downloads 1,695 (22,599)
Citation 11

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 1,109 (41,834)
Citation 10

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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 586 (98,325)
Citation 1

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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 826 (63,891)
Citation 3

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Active Management, Manager Selection, Multi-manager, Interviews

3.

Investment Risk for Long-Term Investors

Number of pages: 25 Posted: 07 Apr 2021 Last Revised: 14 May 2021
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 719 (77,082)

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investment risk, investment horizon, long-term investing

4.

What Dividend Imputation Means for Retirement Savers

Number of pages: 31 Posted: 05 Sep 2018
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 711 (77,763)
Citation 1

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Retirement, Dividend Imputation, Life-Cycle Models, Portfolio Construction, Home Bias

5.

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
Bond University, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 674 (83,258)

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6.

Global Equity Fund Performance: An Attribution Approach

Downloads 631 (90,646)
Citation 1

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Bond University, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 401 (155,811)

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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
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Bond University, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 230 (281,148)
Citation 1

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7.

Active Investing as a Negative Sum Game: A Critical Review

Journal of Investment Management, Forthcoming
Number of pages: 20 Posted: 23 Aug 2019 Last Revised: 22 Jan 2020
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 599 (96,825)

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fund management, active versus passive, zero-sum game

8.

Identifying Hedge Fund Skill Using Peer Cohorts

Forsberg, David and Gallagher, David R. and Warren, Geoffrey J., Identifying Hedge Fund Skill Using Peer Cohorts (15 April 2021). Financial Analysts Journal, 2021, 77(2): 97-123. Available at SSRN: https://ssrn.com/abstract=3104261 or http://dx.doi.org/10.2139/ssrn.3104261
Number of pages: 70 Posted: 25 Jan 2018 Last Revised: 04 Oct 2021
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Bond University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 599 (96,825)
Citation 2

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Hedge funds, performance evaluation, performance persistence, manager selection, portfolio construction, cluster analysis

9.

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) - Research School of Finance, Actuarial Studies and Statistics
Downloads 578 (101,331)
Citation 4

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10.

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 567 (103,838)
Citation 3

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11.

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

CIFR Paper No. 058/2015
Number of pages: 42 Posted: 03 Jun 2015
Andrew Ainsworth, Graham Partington and Geoff Warren
University of Wollongong - School of Accounting, Economics & Finance, University of Sydney - School of Business - Finance Discipline and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 550 (107,797)
Citation 3

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12.

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 514 (117,262)
Citation 16

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13.

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 415 (151,255)
Citation 5

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Investment Management, Active versus Passive, Manager Selection

14.

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 406 (155,102)
Citation 5

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15.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 37 Posted: 18 Oct 2016 Last Revised: 19 Apr 2021
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Bond University, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 340 (188,787)

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Global Equities, Performance Evaluation, Active Management, Currency

16.

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 333 (193,603)
Citation 3

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17.

The ‘Right’ Level for the Superannuation Guarantee: A Straightforward Issue by No Means

Number of pages: 31 Posted: 04 Feb 2020
Gaurav Khemka, Yifu Tang and Geoff Warren
Australian National University (ANU), Australian National University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 331 (194,246)
Citation 1

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18.

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 331 (194,246)

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19.

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 330 (194,861)
Citation 1

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Investment management

20.

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 329 (195,492)
Citation 1

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21.

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Downloads 319 (202,112)
Citation 11

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Number of pages: 44 Posted: 31 Aug 2012 Last Revised: 02 Aug 2013
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Northern Trust Asset Management, Bond University, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 319 (200,560)
Citation 11

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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
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Northern Trust Asset Management, Bond University, 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

22.

Principles and Rules for Translating Retirement Objectives into Strategies

Number of pages: 8 Posted: 18 Feb 2021
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 264 (246,333)

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Retirement savings, portfolio choice, drawdown strategies, product design, financial planning

23.

MySuper: A Stage in an Evolutionary Process

CIFR Paper No. 048/2014
Number of pages: 65 Posted: 13 Dec 2014
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 257 (253,199)
Citation 1

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24.

How Sub-Optimal Are Age-Based Life-Cycle Investment Products?

Number of pages: 22 Posted: 10 Jul 2019 Last Revised: 30 Jul 2019
Gaurav Khemka, Mogens Steffensen and Geoff Warren
Australian National University (ANU), University of Copenhagen and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 248 (262,418)

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life-cycle models, portfolio optimization, investment product design, target date funds

25.

Capacity constraints in hedge funds: The relation between fund performance and cohort size

Forsberg, David and Gallagher, David R. and Warren, Geoffrey J., Capacity constraints in hedge funds: The relation between fund performance and cohort size (7 March 2022). Financial Analysts Journal, 2022, 78(2): 57-77. DOI: 10.1080/0015198X.2021.1996200. Available at SSRN: https://ssrn.com/abstrac
Number of pages: 37 Posted: 01 Dec 2017 Last Revised: 16 May 2022
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Bond University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 229 (283,712)
Citation 3

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Hedge Funds; Capacity Constraints; Implementation Shortfall; Peer Groups; Performance

26.

Capacity Analysis

Downloads 227 (286,121)
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) - Research School of Finance, Actuarial Studies and Statistics
Downloads 227 (284,783)
Citation 1

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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) - Research School of Finance, Actuarial Studies and Statistics

Abstract:

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27.

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) - Research School of Finance, Actuarial Studies and Statistics
Downloads 219 (296,125)
Citation 1

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28.

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 214 (302,714)

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

29.

Return Dispersion and Fund Performance: Australia – The Land of Opportunity?

Number of pages: 50 Posted: 10 May 2019 Last Revised: 01 Apr 2022
Ying Cao, Anna Helen von Reibnitz and Geoff Warren
Australian National University (ANU) - College of Business and Economics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 213 (304,116)
Citation 2

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mutual funds, return dispersion, cross-sectional volatility, active management

30.

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
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 213 (304,116)
Citation 2

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31.

Design of comprehensive income products for retirement using utility functions

Number of pages: 26 Posted: 01 Jan 2020 Last Revised: 04 May 2020
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 197 (327,039)
Citation 1

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Retirement, pensions, portfolio construction, utility functions, investment products, behavioral

32.

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, Zhe Chen, David R. Gallagher and Geoff Warren
University of New South Wales (UNSW)Acadian Asset Management, Bond University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 192 (334,962)
Citation 1

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

33.

Excess Return Profiles for Stocks Purchased by Active Equity Managers

Number of pages: 31 Posted: 01 May 2024 Last Revised: 27 Mar 2025
Jo Drienko, Bruce D. Grundy, Anna Helen von Reibnitz and Geoff Warren
Australian National University (ANU), RSFAS Australian National University, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 172 (369,819)

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mutual funds, alpha, excess returns, active management, investment signals, benchmarks

34.

How Much Does Tax Erode Fund Excess Return?

Number of pages: 54 Posted: 22 Feb 2016 Last Revised: 02 Feb 2018
Zhe Chen, Zhe Chen, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
University of New South Wales (UNSW)Acadian Asset Management, Bond University, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 164 (385,467)
Citation 1

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

35.

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
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 162 (389,499)
Citation 3

Abstract:

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36.

Do Superannuation Fund Members Benefit from Large Fund Size?

Number of pages: 27 Posted: 20 Apr 2023
Scott Lawrence and Geoff Warren
Lawrence Investment Consulting and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 154 (406,732)

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Pension funds, superannuation, internalization, capacity, economies of scale

37.

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Number of pages: 34 Posted: 13 Oct 2013 Last Revised: 21 Sep 2015
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Northern Trust Asset Management, Bond University, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 133 (457,835)

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performance persistence, active management, portfolio holdings, trades

38.

Investment Option Switching Behaviour and Impact for Pension Fund Members Around the COVID Pandemic

Number of pages: 27 Posted: 24 Aug 2023 Last Revised: 10 Mar 2024
Adam Butt, Gaurav Khemka, William Lim, Geoff Warren and Shang Wu
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU), Australian National University (ANU), Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Aware Super
Downloads 132 (460,599)

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Pension funds, superannuation, investment switching, individual behaviour

39.

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) - Research School of Finance, Actuarial Studies and Statistics and University of Queensland
Downloads 123 (486,928)

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Equity mutual funds, capacity constraints, economies of scale

40.

How Investment Risk Evolves with Horizon

Number of pages: 27 Posted: 19 Oct 2018
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 122 (490,029)

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investment horizon, investment risk, investment process

41.

The Impact of Broker Market Structure on Stock Liquidity

Number of pages: 47 Posted: 12 Jul 2016 Last Revised: 29 Sep 2016
Wai-Man Liu, Joshua Soo and Geoff Warren
Australian National University, Deloitte Australia and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 119 (499,486)
Citation 1

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Market liquidity, Stockbroking, Industrial organization

42.

Systemic impacts of 'big super': An investigation of the systemic effects of a large superannuation system containing large funds

Number of pages: 85 Posted: 05 Feb 2025
Geoff Warren and David Bell
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The Conexus Institute
Downloads 82 (642,840)

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Pension systems, Superannuation, Systemic risk, Financial markets

43.

Investing for Retirement: How Investment Teams of Superannuation Funds Can Support Retirement Income Solutions

Number of pages: 26 Posted: 23 May 2024
David Bell and Geoff Warren
The Conexus Institute and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 78 (661,646)

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Pension funds, retirement, investments, portfolio construction, organizational design

44.

A Buy-Hold-Sell Pension Saving Strategy

Number of pages: 27 Posted: 24 Jul 2023
Gaurav Khemka, Mogens Steffensen and Geoff Warren
Australian National University (ANU), University of Copenhagen and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 74 (681,250)

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Lifecycle investing, pensions, retirement savings, portfolio construction, withdrawals

45.

All Models Are Wrong, Some Might Be OK!

Number of pages: 31 Posted: 05 Mar 2025
Geoff Warren, Laura Ryan and Baoqing Gan
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics, Ardea Investment Management and Ardea Investment Management
Downloads 66 (730,641)

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Model uncertainty, correlation, Gaussian Mixture Model (GMM), clustering, portfolio construction. JEL: C18, G11, G17, C18

46.

What is the Role of CPI Investment Objectives?

Number of pages: 40 Posted: 24 Feb 2025
Geoff Warren and David Bell
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The Conexus Institute
Downloads 40 (916,035)

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Investment objectives, Superannuation, Portfolio construction, Defined contribution pension funds, Real return objectives

47.

Primer on Retirement Income Strategy Design and Evaluation

Society of Actuaries - Research Report 2023
Posted: 25 Jan 2023
Adam Butt, Gaurav Khemka, William Lim and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Retirement income strategies

48.

Socially Responsible Investing in a Student-Managed Investment Fund: A Case Study

The Journal of Investing, October 2022, 31 (6) 67-79 DOI: 10.3905/joi.2022.1.227
Posted: 08 Apr 2022
Anna Helen von Reibnitz and Geoff Warren
Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Socially responsible investing, ESG, student-managed investment funds

49.

Heterogeneity in optimal investment and drawdown strategies in retirement

Pacific-Basin Finance Journal, Forthcoming
Posted: 20 Jan 2021 Last Revised: 27 Jun 2022
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Retirement, Annuities, Utility Functions, Optimisation, Dynamic Programming

50.

Another Use for Active Share – Understanding Portfolio Exposures

Journal of Investing Vol 29, Issue 5 (October), 2020 DOI: https://doi.org/10.3905/joi.2020.1.149
Posted: 06 May 2020 Last Revised: 25 Sep 2020
Simon Elimelakh, Barry Gillman and Geoff Warren
MLC Asset Management, Brandes Investment Partners and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Active share, active portfolio management, risk management, portfolio construction

51.

Capacity Analysis for Equity Funds

https://doi.org/10.3905/jpm.2018.44.5.036
Posted: 22 May 2019
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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

52.

One Size Fits All? Tailoring Retirement Plan Defaults

Journal of Economic Behavior and Organization, 145, 546-566, January 2018
Posted: 12 Dec 2018
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Pensions, Default, Financial Services, Regulation

53.

Choosing and Using Utility Functions in Forming Portfolios

Financial Analysts Journal, Volume 75, Issue 3, 2019, pp. 39-69
Posted: 25 Jul 2018 Last Revised: 14 Aug 2019
Geoff Warren
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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utility function, portfolio construction, investment horizon

54.

The Australian Superannuation System Post Stronger Super: Views from Fund Executives.

Law and Financial Markets Review, 2015, 9(2), 96-102
Posted: 13 Dec 2017
Adam Butt, M. Scott Donald, F. Douglas Foster, Geoff Warren and Susan Thorp
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The University of Sydney Business School

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