Graham Harman

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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
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 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...