Browsing by Author "Faff, Robert"

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Browsing by Author "Faff, Robert"

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  • Chan, Howard; Faff, Robert; Gallagher, David; Looi, Adrian (Australian Graduate School of Management, 2009)
    Recent studies find evidence that small funds outperform large funds. This fund size effect is commonly hypothesized to be caused by transaction costs. Due to the lack of transactions data, prior studies have investigated ...
  • Faff, Robert; Gallagher, David; Wu, Eliza (Australian Graduate School of Management, 2005)
    This paper evaluates the tactical asset allocation (TAA) capabilities, strategies and behaviour of Australian investment managers who invest assets across multiple asset classes. Specifically, we analyse the behaviour of ...