Camille H. Schmidt

First Name: Camille H.
Last Name: Schmidt
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Working paper
3 September 2016

This paper proposes a method for global equity fund performance evaluation that extends existing research by addressing both equity and currency factor exposures.

Working paper
3 March 2016

Despite the fact that international equities represent an important and growing asset class within investor portfolios, only a handful of research papers consider the performance of international...

Working paperVideo podcast
30 September 2015

This study examines the informativeness of Investment Management Questionnaires in accurately describing fund managers’ intended investment characteristics in terms of the number of stocks held,...