‘Benchmarking’ the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up?-Reference-Cited by-同舟云学术

‘Benchmarking’ the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up?

Published:2015-09-10 Issue:6 Volume:16 Page:386-400
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Costa Bruce A,Jakob Keith,Niblock Scott J,Sinnewe Elisabeth

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

http://link.springer.com/content/pdf/10.1057/jam.2015.29.pdf

Reference31 articles.

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2. Australian Bureau of Statistics (2014) Managed funds, ABS statistics 2014, http://www.abs.gov.au/ausstats/abs@.nsf/mf/5655.0 , accessed 31 July 2014.

3. Brailsford, T., Gaunt, C. and O’Brien, M.A. (2012) Size and book-to-market factors in Australia. Australian Journal of Management 37 (2): 261–281.

4. Brown, G., Davies, D. and Draper, P. (1992) Pension fund trustees and performance measurement. Management Accounting 70 (7): 38–44.

5. Carhart, M. (1997) On persistence in mutual fund performance. The Journal of Finance 52 (1): 57–86.

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