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managed funds

2style analysis 1Australia 1Kalman filtering 1dominant index 1dominant timing indicators 1fund performance 1models 1performance benchmarks 1performance evaluation

3Holmes, Kathryn A. 2Faff, Robert 2Faff, Robert W. 1Clacher, Iain 1Holmes, Kathryn

Date

22008 12004 12010

Facets

2style analysis 1Australia 1Kalman filtering 1dominant index 1dominant timing indicators 1fund performance 1models 1performance benchmarks 1performance evaluation

3Holmes, Kathryn A. 2Faff, Robert 2Faff, Robert W. 1Clacher, Iain 1Holmes, Kathryn

Date

22008 12004 12010

Title
Creator
Date

Style analysis and dominant index timing: an application to Australian multi-sector managed funds

- Holmes, Kathryn, Faff, Robert, Clacher, Iain

Creator: Holmes, Kathryn , Faff, Robert , Clacher, Iain
Resource Type: journal article
Date: 2010

Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework

- Holmes, Kathryn A., Faff, Robert

Creator: Holmes, Kathryn A. , Faff, Robert
Resource Type: journal article
Date: 2008

Style analysis, customized benchmarks, and managed funds: new evidence

- Holmes, Kathryn A., Faff, Robert W.

Creator: Holmes, Kathryn A. , Faff, Robert W.
Resource Type: journal article
Date: 2008

Stability, asymmetry and seasonality of fund performance: an analysis of Australian multi-sector managed funds

- Holmes, Kathryn A., Faff, Robert W.

Creator: Holmes, Kathryn A. , Faff, Robert W.
Resource Type: journal article
Date: 2004

1

English (Australia)
English (Australia)
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