In this paper, we examine the bear market performance of self managed superannuation
funds (SMSFs). Previous studies have highlighted some problems with the portfolio …

In this paper we provide a review of developments in the fund of funds (FoF) industry as well
as related academic research work. Since the genesis of this sort of financial product in the …

Funds of funds, which have become a popular investment vehicle in recent years, diversify
across asset classes as well as managers with different styles and expertise. Lifecycle funds …

Publisher Summary This chapter presents a simple method to predict how the fund of funds
return distribution would change as more funds are added to or removed from the fund …

We analyze how the inclusion of several sectors in a portfolio leads to a countering of
exposures and to a replication of the index. Using a weight-based measure, we find that on …

In this paper we provide a review of developments in the fund of funds (FoF) industry as well
as related academic research work. Since the genesis of this sort of financial product in the …

This research finds considerable support for the notion that" buy and hold" investors will
attain superior performance if they select portfolios using forecasted returns within the …

In the summer of 1989, I followed a beacon of scholarship in a journey that brought me from
Istanbul to East Lansing, Michigan. The beacon of scholarship was embodied in the person …

Este trabalho investiga, em diferentes cenários, o comportamento de competição/
estratégico, o nível de concentração/diversificação das carteiras e o desempenho de …