Style analysis and dominant index timing: an application to Australian multi-sector managed funds
- 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
- Creator: Holmes, Kathryn A. , Faff, Robert
- Resource Type: journal article
- Date: 2008
Style analysis, customized benchmarks, and managed funds: new evidence
- 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
- Creator: Holmes, Kathryn A. , Faff, Robert W.
- Resource Type: journal article
- Date: 2004