Geoff Warren

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Working paper
30 October 2016

Examines the management of capacity from the perspective of institutional asset owners, and argues that optimal scale need not exist for asset owners with the flexibility to adjust where and how...

Working paper
30 September 2016

This report examines the evaluation of capacity in an investment management context, outlining the key issues and various methods of analysis.

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
30 May 2016

The literature on investment horizon is reviewed in order to enhance the understanding of potential influences on long-term investing by institutional investors. Investment horizon reflects an...

Working paper
30 March 2016

Funds typically report returns before-tax. However, for the majority of domestic investors, which includes every Australian with a superannuation account, it should be the after-tax returns that...

Working paperVideo podcast
30 March 2016

In-house investment management is a hot topic in the Australian superannuation industry. Organic growth and industry consolidation is leading to an increasing number of funds attaining a size at ...

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 paper
29 February 2016

The contribution of active fund managers to after-tax performance is an issue that is highly relevant to the bottom line of potential investors, and one that cannot be directly measured from the...

Working paper
31 July 2015

We combine survey data from retirement plan members with information from interviews with plan executives to get both perspectives on who accepts the default plan and default investment option and...

Working paper
30 June 2015

The financial effects of imputation are often contentious. Most notably, the impact of imputation credits on share prices and cost of capital is subject to much debate.
This study examines...