Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Does portfolio emulation outperform its target funds?

Simple item page
dc.contributor.authorChen, Zhe
dc.contributor.authorFoster, Frederick
dc.contributor.authorGallagher, David R
dc.contributor.authorLee, Adrian D
dc.date.accessioned2015-12-13T22:26:42Z
dc.date.issued2013
dc.date.updated2016-02-24T09:15:47Z
dc.description.abstractAn emulation fund is designed to reduce trading activity, thereby lowering costs, for a multi-manager fund. It does this by delaying, and potentially combining, trading decisions from each employed fund manager to eliminate offsetting trades (e.g. one man
dc.identifier.issn0312-8962
dc.identifier.urihttp://hdl.handle.net/1885/73617
dc.publisherUniversity of New South Wales
dc.sourceAustralian Journal of Management
dc.subjectKeywords: Brokerage; fund-of-funds; G23; market impact; multi-manager; offsetting trades; portfolio emulation
dc.titleDoes portfolio emulation outperform its target funds?
dc.typeJournal article
local.bibliographicCitation.issue2
local.bibliographicCitation.lastpage427
local.bibliographicCitation.startpage401
local.contributor.affiliationChen, Zhe, Capital Markets CRC Limited
local.contributor.affiliationFoster, Frederick, College of Business and Economics, ANU
local.contributor.affiliationGallagher, David R, Capital Markets CRC Limited
local.contributor.affiliationLee, Adrian D, University of Technology Sydney
local.contributor.authoruidFoster, Frederick, u4087021
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150000 - COMMERCE, MANAGEMENT, TOURISM AND SERVICES
local.identifier.ariespublicationf5625xPUB3763
local.identifier.citationvolume38
local.identifier.doi10.1177/0312896212455933
local.identifier.scopusID2-s2.0-84880795936
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
01_Chen_Does_portfolio_emulation_2013.pdf
Size:
1.36 MB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS

abcd