PO Box 123
UTS Haymarket Campus
Broadway, NSW 2007
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Technology, Sydney - Finance Discipline Group
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Equity fund benchmarking, Characteristic-based benchmarks
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: acfi.
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Portfolio construction, Fund mimicking strategies
Individual investors, individual investor trade performance, market efficiency
Bitcoin; digital currency; alternative currency; asset class
contracts for difference, CFDs, individual investors, trading costs
File name: ACFI.
Contracts for difference, Individual investors, Trading costs
Location, Information Advantages, Portfolio Management, Investment Performance
multi-manager, fund-of-funds, transaction costs, emulation funds
Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds
Managed funds, portfolio holdings disclosure, copycat funds
Managed funds, Portfolio holdings disclosure, Copycat funds
order aggressiveness, liquidity, bid-ask spread, ex-dividend day
Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage
Brokerage, fund-of-funds, market impact, multi-manager, offsetting trades, portfolio emulation
transaction costs, price impact, brokers
File name: IRFI.
hedonic regression, housing, excess returns, risk
Hedonic regression, housing, excess returns, risk
Crime, murder, homicide, house prices, rent, hedonic model
File name: ECOR.
culture distance, housing price, information friction, home culture preference
Investment fees, Performance evaluation, Superannuation funds
Superannuation funds, investment fees, administration fees, asset allocation
Bitcoin; Virtual Currency; Digital Currency; Alternative Currency; Medium of Exchange; Asset Class; Safe Haven
File name: REEC.
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