Volume 32 Number 3, March 2008

ISSN 1327-2020

Delegated Portfolio Management

Preface
Phil Dolan and Tom Smith, Guest Editors

Papers

Andrew B. Ainsworth , Kingsley Fong , David R. Gallagher - Style Drift and Portfolio Management for Active Australian Equity Funds

Karen L Benson , Grace Tang , Irene Tutticci - The Relevance of Family Characteristics to Individual Fund Flows

Karen Benson , Philip Gray , Egon Kalotay , Judy Qiu - Portfolio Construction and Performance Measurement when Returns are Non-Normal

Tim Brailsford , Michael A. O'Brien - Disentangling Size from Momentum in Australian Stock Returns

Ashraf Chaudhry , Helen L. Johnson - The Efficacy of the Sortino Ratio and Other Benchmarked Performance Measures Under Skewed Return Distributions

Kingsley Fong , David R. Gallagher , Adrian D. Lee - The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?

Philip Gharghori , Charly Sujoto , Madhu Veeraraghavan - Are Australian Investors Smart?

Gerhard van de Venter , David Michayluk - An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors




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