The use of an Australian dataset, sourced from the Australian fund-rating agency ASSIRT means that we can provide some independent results from US studies of these. There is little prior work on Australian fixed-interest managed funds. We examine three risk-free proxies, six benchmark classes ...
In this paper we analyse the performance of Australian fixed interest managed funds by examining the relative effectiveness of various indices of bond performance which are combined with various measures of: interest rate fluctuations, economic fundamentals, maturity risk, default risk, and equity market...
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The Sharpe ratio is used as the key risk-adjusted return performance measure. Findings - – The ten different asset allocation models perform as well as the industry fund strategic approach. The empirical results show that there is scope to increase the property allocation level from its current ...
From 1975 onwards, the hedge fund industry experienced a dramatic increase in terms of number of funds as well as total managed assets. In the late 1990s, US researchers started to pay attention to hedge funds and hedge fund performance related issues. The study by Fung and Hsieh (1997) ...
This study empirically investigates the performance of Australian hedge funds by extending and modifying [Capocci, D., Hubner, G., 2004. Analysis of hedge funds performance. Journal of Empirical Finance 11, 55–89]. model. This model performs better in explaining Australian hedge fund returns tha...
Drew, M., J. Stanford and M. Veeraraghavan (2002a), `Efficiency with Costly Information: A Study of Australian Equity Wholesale Superannuation Fund Performance', Economic Analysis and Policy 32(1):35-47.IPPOLITO, R. A. (1989): «Efficiency with Costly Information: A Study of Mutual Fund...
This paper tests the efficiency of capital markets when information is costly to obtain by analysing the performance of Australian wholesale superannuation funds specialising in the management of domestic equity portfolios from 1991 through 1999. Using a fund regression approach, the paper finds evidence...
Self Managed Super Fund You have a self managed super fund and your super performance hasn’t been great. You have been exposed to market corrections and are looking at generating cash flow outside of dividends and reducing your risk.
Acadian Asset Management LLC, Acadian Australia or the responsible entity of the fund nor any other person guarantees the performance of the managed investment schemes mentioned on this website. Investments in the managed investment scheme are subject to investment risk, which may include loss of inc...