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Tactical Asset Allocation: Australian Evidence. (2005). Wu, Eliza ; Gallagher, David ; faff, robert.
In: Australian Journal of Management.
RePEc:sae:ausman:v:30:y:2005:i:2:p:261-282.

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Cited: 10

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  1. Asset allocation of Australian superannuation funds: a markov regime switching approach. (2023). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-022-04741-0.

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  2. Informed trading around earnings announcements in Australia. (2019). Yin, Xiangkang ; Zhao, Jing ; Le, An H.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19305049.

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  3. Design of MySuper default funds: influences and outcomes. (2017). Thorp, Susan ; Smith, Tom ; Donald, Scott M ; Warren, Geoffrey J ; Foster, Douglas F ; Butt, Adam.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:1:p:47-85.

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  4. Is diversification always optimal?. (2015). Lee, Wei-Lun ; Benson, Karen L ; Humphrey, Jacquelyn E.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pb:p:521-532.

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  5. .

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  6. Return-based Style Analysis in Australian Funds. (2012). Gharghori, Philip ; faff, robert ; Bonnie H. I. Ip, ; Nguyen, Annette.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:3-4:p:155-188.

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  7. Style analysis and dominant index timing: an application to Australian multi-sector managed funds. (2010). faff, robert ; Holmes, Kathryn ; Clacher, Iain.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:4:p:293-301.

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  8. An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach. (2008). Roca, Eduardo ; Wong, Victor.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:7:p:583-597.

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  9. Superannuation: Switching and Roulette Wheels. (2006). Drew, Michael ; MICHAEL E. . DREW, .
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:16:y:2006:i:40:p:23-31.

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  10. Benchmarking Australian fixed interest fund performance: finding the optimal factors. (2006). Allen, David ; Soucik, Victor .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:46:y:2006:i:5:p:865-898.

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References

References cited by this document

    References contributed by pfo235-29496

  1. Arnott R. & Fabozzi, F. 1988, Asset Allocation: A Handbook of Portfolio Policies, Strategies and Tactics, Probus Professional Publishers, U.S.A. Blake, D., Lehmann, B. & Timmerman, A. 1999, ‘Asset allocation dynamics and pension fund performance’, Journal of Business, vol. 72, pp. 429–61.
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  2. Bird, R., Chin, H. & McCrae, M. 1983, ‘The performance of Australian superannuation funds’, Australian Journal of Management, vol. 8, pp. 49–69.

  3. Brinson, G.P., Hood, L.R. & Beebower, G.L. 1986, ‘Determinants of portfolio performance’, Financial Analysts Journal, vol. 42, pp. 39–44.
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  4. Brinson, G.P., Singer, B.D. & Beebower, G.L. 1991, ‘Determinants of portfolio performance II: An update’, Financial Analysts Journal, vol. 47, pp. 40–8.
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  5. Brown, S., Goetzmann, W., Ibbotson, R. & Ross, S. 1992, ‘Survivorship bias in performance studies’, Review of Financial Studies, vol. 2, pp. 553–80.

  6. Burnie, J., Knowles J. & Teder, T. 1998, ‘Arithmetic and geometric attribution’, Journal of Performance Measurement, vol. 3, pp. 59–68.
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  7. Demir, I., Muthuswamy, J. & Walter, T. 2003, ‘Momentum returns in Australian equities: The influences of size, risk, liquidity, and return computation’, Pacific-Basin Finance Journal, vol. 12, no. 2, pp. 143–58.
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  8. Ferson, W. & Schadt, R. 1996, ‘Measuring fund strategy and performance in changing economic conditions’, Journal of Finance, vol. 51, pp. 425–61.

  9. Flannery, M.J. & Protopapadakis, A.A. 2002, ‘Macroeconomic factors do influence aggregate stock returns’, Review of Financial Studies, vol. 15, pp. 751–82.

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  11. Grinblatt, M. & Titman, S. 1992, ‘The persistence of mutual fund performance’ Journal of Finance, vol. 47, pp. 1977–84.

  12. Hallahan, T. & Faff, R. 2001, ‘Induced persistence or reversals in fund performance?: The effect of survivorship bias’, Applied Financial Economics, vol. 11, pp. 119–26.

  13. Hurn, S. & Pavlov, V. 2003, ‘Momentum in Australian stock returns’, Australian Journal of Management, vol. 28, no. 2, pp. 141–55.

  14. Sawicki, J. & Ong, F. 2000, ‘Evaluating managed fund performance using conditional measures: Australian evidence’, Pacific-Basin Finance Journal, vol. 8, pp. 505–28.

  15. Sinclair, N. 1990, ‘Market timing ability of pooled superannuation funds January 1981 to December 1987’, Accounting and Finance, vol. 30, pp. 511–65.
    Paper not yet in RePEc: Add citation now

Cocites

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  2. Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). al Farooque, Omar ; Liu, Lixian ; Zhongli, JI ; Jiang, Fuming.
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  3. Return Predictability in Australian Managed Funds. (2017). Gupta, Rakesh ; Wang, Luo ; Su, Jen-Je ; Li, Bin ; Liu, Benjamin.
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  5. Individual investor portfolio performance in retirement savings accounts. (2015). .
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  6. The Determinants of Mutual Fund Performance: A Cross-Country Study. (2013). Ramos, Sofia ; Ferreira, Miguel ; Miguel, Antonio F. ; Keswani, Aneel.
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  7. Return-based Style Analysis in Australian Funds. (2012). Gharghori, Philip ; faff, robert ; Bonnie H. I. Ip, ; Nguyen, Annette.
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  8. Macro Forecasting Abilities of Mutual Fund Managers in the Indian Capital Market. (2012). , Zabiulla.
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  10. Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences. (2010). Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik.
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