Browsing by Author "Faff Robert"

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Browsing by Author "Faff Robert"

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  • Fund size, fund flow, transaction costs and performance: Size matters 
    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 ...
  • Tactical asset allocation: Australian evidence 
    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 ...