Return-based style analysis in Australian funds Faff, Robert W., Gharghori, Philip, Ip, Bonnie H. I. and Nguyen, Annette 2012, Return-based style analysis in Australian funds, Multinational finance journal, vol. 16, no. 3/4, pp. 1-34. Attached Files Name Description MIMEType Size Downloads Title Return-based style analysis in Australian funds Author(s) Faff, Robert W. Gharghori, Philip Ip, Bonnie H. I. Nguyen, Annette orcid.org/0000-0003-1272-9141 Journal name Multinational finance journal Volume number 16 Issue number 3/4 Start page 1 End page 34 Total pages 34 Publisher Multinational Finance Society Place of publication Camden, New Jersey Publication date 2012 ISSN 1096-1879 Keyword(s) style analysis managed funds superannuation funds fund performance Summary This study applies return-based style analysis to a sample of Australian managed and superannuation funds, seeking to compare their asset allocation strategies across different style groups. Style analysis is performed using a rolling window estimation technique. As expected, riskier fund classes are more exposed to the riskier benchmarks. Further, differences in institutional and legal settings lead the managers of managed and superannuation funds to invest differently, with the latter employing a more conservative investment strategy despite having longer investment horizons. Language eng Field of Research 150201 Finance Socio Economic Objective 900103 Superannuation and Insurance Services HERDC Research category C1.1 Refereed article in a scholarly journal Persistent URL http://hdl.handle.net/10536/DRO/DU:30058745 Document type: Journal Article Collections: Faculty of Business and Law School of Accounting, Economics and Finance Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Wed, 04 Dec 2013, 09:02:45 EST Thu, 05 Dec 2013, 07:45:06 EST Thu, 05 Dec 2013, 13:29:38 EST Thu, 05 Dec 2013, 13:31:29 EST Thu, 05 Dec 2013, 14:00:42 EST Thu, 05 Dec 2013, 14:02:26 EST Tue, 17 Dec 2013, 10:29:16 EST Tue, 17 Dec 2013, 10:33:09 EST Mon, 04 Aug 2014, 11:11:55 EST Thu, 14 Aug 2014, 11:24:11 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 517 Abstract Views, 3 File Downloads  -  Detailed Statistics Created: Wed, 04 Dec 2013, 09:02:31 EST by Annette Nguyen