Economics, Econometrics and Finance
4 years ago

Australian funds take risks based on asset allocation, impacting investment strategies.

Multinational Finance Journal
Return-based Style Analysis in Australian Funds
Robert W. Faff, Annette Nguyen, Bonnie H.I. Ip, Philip Gharghori

Paper Summary

The article analyzes how Australian funds invest their money. They use a method called return-based style analysis to compare different funds' strategies. Riskier funds tend to invest in riskier things. Managed and superannuation funds invest differently due to their rules and regulations. Superannuation funds are more cautious even though they can invest for a longer time.

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