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type_genre:"Article in journal"
~person:"Ang, Andrew"
~person:"Gallagher, David R."
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Portfolio selection
43
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Ang, Andrew
Gallagher, David R.
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77
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47
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37
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33
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26
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23
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23
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23
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23
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23
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23
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23
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23
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22
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22
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22
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21
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21
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21
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Australian journal of management
10
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5
International review of finance
3
Journal of financial economics
3
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3
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2
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ECONIS (ZBW)
43
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1
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
2
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
3
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
4
Global equity fund performance adjusted for equity and currency factors
Gallagher, David R.
;
Harman, Graham
;
Schmidt, Camille H.
; …
- In:
Accounting and finance
62
(
2022
),
pp. 1535-1565
Persistent link: https://www.econbiz.de/10013187799
Saved in:
5
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
Saved in:
6
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
7
Macro factor model : application to liquid private portfolios
Gladstone, Scott
;
Madhavan, Ananth Narayan
;
Rana, Anita
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 72-90
Persistent link: https://www.econbiz.de/10012503369
Saved in:
8
Index + factors + alpha
Ang, Andrew
;
Chen, Linxi
;
Gates, Michael
;
Henderson, Paul D.
- In:
Financial analysts journal : FAJ
77
(
2021
)
4
,
pp. 45-64
Persistent link: https://www.econbiz.de/10012650888
Saved in:
9
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
10
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Saved in:
11
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure
Chen, Zhe
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011713513
Saved in:
12
Factor timing with cross-sectional and time-series predictors
Hodges, Philip
;
Hogan, Kedreth C.
;
Peterson, Justin R.
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
Saved in:
13
Global equity fund performance : an attribution approach
Gallagher, David R.
;
Harman, Graham
;
Schmidt, Camille H.
; …
- In:
Financial analysts' journal : FAJ
73
(
2017
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10011878875
Saved in:
14
Alpha generation in portfolio management : long-run Australian equity fund evidence
Bennett, Scott
;
Gallagher, David R.
;
Harman, Graham
; …
- In:
Australian journal of management
41
(
2016
)
1
,
pp. 107-140
Persistent link: https://www.econbiz.de/10011479147
Saved in:
15
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David
;
Babu, Abhilash
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Saved in:
16
A model of emulation funds
Chen, Zhe
;
Foster, F. Douglas
;
Gallagher, David R.
; …
- In:
Accounting and finance : journal of the Accounting …
55
(
2015
)
3
,
pp. 717-748
Persistent link: https://www.econbiz.de/10011441343
Saved in:
17
Style factor timing : an application to the portfolio holdings of US fund managers
Gallagher, David R.
;
Gardner, Peter
;
Schmidt, Camille H.
- In:
Australian journal of management
40
(
2015
)
2
,
pp. 318-350
Persistent link: https://www.econbiz.de/10011342800
Saved in:
18
Portfolio quality and mutual fund performance
Gallagher, David R.
;
Gardner, Peter
;
Schmidt, Camille H.
; …
- In:
International review of finance
14
(
2014
)
4
,
pp. 485-521
Persistent link: https://www.econbiz.de/10010519750
Saved in:
19
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
20
Quality investing in an Australian context
Gallagher, David R.
;
Gardner, Peter
;
Schmidt, Camille H.
; …
- In:
Australian journal of management
39
(
2014
)
4
,
pp. 615-643
Persistent link: https://www.econbiz.de/10010475665
Saved in:
21
Cross-region and cross-sector asset allocation with regimes
Dou, Paul
;
Gallagher, David R.
;
Schneider, David
; …
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
3
,
pp. 809-846
Persistent link: https://www.econbiz.de/10011348083
Saved in:
22
Does portfolio emulation outperform its target funds?
Chen, Zhe
;
Foster, F. Douglas
;
Gallagher, David R.
; …
- In:
Australian journal of management
38
(
2013
)
2
,
pp. 401-427
Persistent link: https://www.econbiz.de/10009786610
Saved in:
23
Liability-driven investment with downside risk
Ang, Andrew
;
Chen, Bingxu
;
Sundaresan, Suresh M.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10010246277
Saved in:
24
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
25
Risk, returns, and optimal holdings of private equity : a survey of existing approaches
Ang, Andrew
;
Sørensen, Morten
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1101-1127
Persistent link: https://www.econbiz.de/10009679972
Saved in:
26
Inflation and individual equities
Ang, Andrew
;
Brière, Marie
;
Signori, Ombretta
- In:
Financial analysts' journal : FAJ
68
(
2012
)
4
,
pp. 36-55
Persistent link: https://www.econbiz.de/10009680592
Saved in:
27
Investment manager skill in small-cap equities
Chen, Cong
;
Comerton-Forde, Carole
;
Gallagher, David R.
; …
- In:
Australian journal of management
35
(
2010
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10003975423
Saved in:
28
Are active fund managers collectors of private information or fast interpreters of public information?
Gallagher, David R.
;
Looi, Adrian
;
Pinnuck, Matt
- In:
Accounting and finance : journal of the Accounting …
50
(
2010
)
3
,
pp. 635-662
Persistent link: https://www.econbiz.de/10008658919
Saved in:
29
Do active fund managers care about capital gains tax efficiency?
Fong, Kingsley Y. L.
;
Gallagher, David R.
;
Lau, Sarah S. W.
- In:
Pacific-Basin finance journal
17
(
2009
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10003830637
Saved in:
30
Fund size, transaction costs and performance : size matters!
Chan, Howard Wei-hong
;
Faff, Robert W.
;
Gallagher, David R.
- In:
Australian journal of management
34
(
2009
)
1
,
pp. 73-96
Persistent link: https://www.econbiz.de/10003870209
Saved in:
31
The value of alpha forecasts in portfolio construction
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Australian journal of management
34
(
2009
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003870211
Saved in:
32
Portfolio pumping: an examination of investment manager quarter-end trading and impact on performance
Gallagher, David R.
;
Gardner, Peter
;
Swan, Peter L.
- In:
Pacific-Basin finance journal
17
(
2009
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003800540
Saved in:
33
Style drift and portfolio management for active Australian equity funds
Ainsworth, Andrew B.
;
Fong, Kingsley
;
Gallagher, David R.
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003687011
Saved in:
34
The state of origin of Australian equity : does active fund manager location matter?
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 503-523
Persistent link: https://www.econbiz.de/10003687066
Saved in:
35
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 761-781
Persistent link: https://www.econbiz.de/10003782245
Saved in:
36
The use of derivates by investment managers and implications for portfolio performance and risk
Fong, Kingsley
;
Gallagher, David R.
;
Ng, Aaron
- In:
International review of finance
5
(
2005
)
1/2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003351728
Saved in:
37
Downside risk
Ang, Andrew
;
Chen, Joseph
;
Xing, Yuhang
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1191-1239
Persistent link: https://www.econbiz.de/10003391755
Saved in:
38
Portfolio concentration and investment manager performance
Brands, Simone
;
Brown, Stephen J.
;
Gallagher, David R.
- In:
International review of finance
5
(
2005
)
5
,
pp. 149-174
Persistent link: https://www.econbiz.de/10003396417
Saved in:
39
Top management turnover: an examination of portfolio holdings and fund performance
Gallagher, David R.
;
Nadarajah, Prashanti
;
Pinnuck, Matt
- In:
Australian journal of management
31
(
2006
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003437503
Saved in:
40
Why stocks may disappoint
Ang, Andrew
;
Bekaert, Geert
;
Liu, Jun
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 471-508
Persistent link: https://www.econbiz.de/10002878239
Saved in:
41
International equity funds, performance, and investor flows: Australian evidence
Gallagher, David R.
;
Jarnecic, Elvis
- In:
Journal of multinational financial management
14
(
2004
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001868584
Saved in:
42
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
Saved in:
43
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
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