Objects
Holmes, Kathryn, Faff, Robert. Routledge; 2008. Style drift and fund performance in up and down markets: Australian evidence.
Gerrans, Paul, Faff, Robert, Hartnett, Neil. Wiley-Blackwell Publishing; 2015. Individual financial risk tolerance and the global financial crisis.
Uylangco, Katherine, Easton, Steve, Faff, Robert. Emerald Group Publishing; 2010. The equity and efficiency of the Australian share market with respect to director trading.
Holmes, Kathryn, Faff, Robert, Clacher, Iain. Routledge; 2010. Style analysis and dominant index timing: an application to Australian multi-sector managed funds.
Uylangco, Katherine, Easton, Steve, Faff, Robert. University of Newcastle; 2009. The equity and efficiency of the Australian share market with respect to director trading.
Holmes, Kathryn A., Faff, Robert. Elsevier; 2008. Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework.