Academic literature on the topic 'Portfolio management – Australia'
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Journal articles on the topic "Portfolio management – Australia"
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Andersson, Tommy Daniel, Don Getz, David Gration, and Maria M. Raciti. "Event portfolios: asset value, risk and returns." International Journal of Event and Festival Management 8, no. 3 (October 9, 2017): 226–43. http://dx.doi.org/10.1108/ijefm-01-2017-0008.
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Purpose The research question addressed is whether an event portfolio analysis rooted in financial portfolio theory can yield meaningful insights to complement two approaches to event portfolios. The first approach is extrinsic and rooted in economic impact analysis where events need to demonstrate a financial return on investment. In the second approach events are valued ally, with every event having inherent value and the entire portfolio being valued for its synergistic effects and contribution to social and cultural goals. The paper aims to discuss these issues. Design/methodology/approach Data from visitors to four events in the Sunshine Coast region of Australia are analyzed to illustrate key points, including the notion of “efficient frontier.” Findings Conceptual development includes an examination of extrinsic and intrinsic perspectives on portfolios, ways to define and measure value, returns, risk, and portfolio management strategies. In the conclusions a number of research questions are raised, and it is argued that the two approaches to value event portfolios can be combined. Research limitations/implications Only four events were studied, in one Australian local authority. The sample of residents who responded to a questionnaire was biased in terms of age, education and gender. Social implications Authorities funding events and developing event portfolios for multiple reasons can benefit from more rigorous analysis of the value created. Originality/value This analysis and conceptual development advances the discourse on portfolio theory applied to event management and event tourism.
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Lin, Yu-Cheng, Chyi Lin Lee, and Graeme Newell. "The added-value role of industrial and logistics REITs in the Pacific Rim region." Journal of Property Investment & Finance 38, no. 6 (June 18, 2020): 597–616. http://dx.doi.org/10.1108/jpif-09-2019-0129.
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PurposeAs significant listed property investment vehicles, industrial and logistics REITs (I&L REITs) have recently enhanced their property portfolios, often replacing the traditional industrial properties with logistic properties to gain strategic exposure to recent e-commerce trends. This paper aims to assess the investment performance of I&L REITs by assessing the significance, risk-adjusted performance and portfolio diversification benefits of I&L REITs in the Pacific Rim region from July 2011 to December 2018. The strategic property investment implications for I&L REITs are also identified.Design/methodology/approachMonthly total returns from July 2011 to December 2018 were used to analyse the risk-adjusted performance and portfolio diversification benefits for I&L REITs in the United States, Japan, Australia and Singapore. An asset allocation diagram was employed to assess the strategic role of I&L REITs in a mixed-asset portfolio in each case.FindingsI&L REITs generally possessed superior average annual returns compared with the other sub-sector REITs, stocks and bonds in the United States, Japan, Australia and Singapore between July 2011 and December 2018, with desirable portfolio diversification benefits. Importantly, a more significant role for I&L REITs was generally observed in the mixed-asset portfolio compared to the other sub-sector REITs in each of these four markets across the broad portfolio risk spectrum. This reflects I&L REITs delivering enhanced portfolio returns and offering portfolio diversification benefits in a mixed-asset portfolio in the United States, Japan, Australia and Singapore.Practical implicationsProperty investors, particularly property securities funds (PSFs) and income-oriented investors, should consider including I&L REITs in their mixed-asset portfolios, as Pacific Rim–based I&L REITs provided an attractive REIT investment sub-sector, co-existing alongside the other sub-sector REITs and major asset classes in a mixed-asset portfolio in a Pacific Rim context, as well as being a portfolio diversifier. These results confirm the added-value and strategic role of I&L REITs in a mixed-asset portfolio, seeing I&L REITs as an effective investment pathway for I&L property exposure in the Pacific Rim region.Originality/valueThis is the first study to assess the investment performance of I&L REITs in the Pacific Rim region, evaluating their significance, risk-adjusted performance and portfolio diversification benefits, and the role of I&L REITs in a mixed-asset portfolio in the United States, Japan, Australia and Singapore. More importantly, this research is the first paper to provide empirical evidence on I&L REITs, which have often transformed their traditional industrial property portfolios with increased levels of logistics property to gain exposure to recent e-commerce trends. This research enables more informed and practical property investment decision-making regarding I&L REITs and their added-value and strategic role in a mixed-asset portfolio, as well as delivering effective I&L property exposure in the Pacific Rim region, with the added benefits of liquidity, transparency and fiscal efficiency.
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Sinha, Sidharth. "BHP Limited: Risk Management Strategy." Vikalpa: The Journal for Decision Makers 27, no. 2 (April 2002): 65–82. http://dx.doi.org/10.1177/0256090920020207.
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BHP Limited, a global natural resource company based in Australia, has traditionally hedged its market price risks with derivatives. Based on the analysis of a ‘Cash Flow at Risk’ model, which exploits the diversification effect in a portfolio context, it has now decided to discontinue its hedging activities. However, this portfolio approach to risk management raises questions about the standard ‘stand-alone’ approach to project evaluation and capital allocation. Readers are invited to send their responses on the case to Vikalpa office.
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Keith, Joe. "Australia petroleum production and development – 2020." APPEA Journal 61, no. 2 (2021): 341. http://dx.doi.org/10.1071/aj21007.
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This Petroleum Exploration Society of Australia review considers the production and development of oil and gas in Australia over the year 2020. In a challenging year, which included commodity price wars and severe global impacts felt from the coronavirus disease 2019 (COVID-19), the Australian industry continued to produce high gas volumes due to sustained liquefied natural gas (LNG) output, and minimal decreases were seen in liquids production. Development approvals for large offshore projects did not materialise as expected in 2020 as operators reduced capital spend and focused on portfolio management in a year when oil prices fell by around USD 45bbl. Critically, all major projects with an financial investment decision (FID) target of 2020/21 were not cancelled, but development decisions were instead deferred. By the end of 2020, domestic-focused gas projects continued to be pursued for development with a target to support the declining resources for the Australian east coast domestic gas market.
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Dutta, Anupam. "Seasoned Equity Offerings: Further Evidence from Australia." Global Business Review 18, no. 4 (May 2, 2017): 1010–18. http://dx.doi.org/10.1177/0972150917692403.
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While numerous empirical studies document significant long-run underperformance of seasoned equity offerings (SEOs) in different security markets, Allen and Soucik (2008, Mathematics and Computers in Simulation, 78(2–3), 146–154) argue that such an underperformance is dependent on the definition of ‘long-run’. They show that if ‘long-run’ is defined as 12 years instead of the usual 5 years, Australian SEOs seem to turn around their performance particularly during the sixth and seventh year, and the abnormal performance tends to disappear by the eighth year. This article reassesses whether the underperformance following SEOs is related to the length of the holding period. To facilitate direct comparison with the findings of Allen and Soucik, we use the same data and sample period as them. In addition, we propose a refined calendar time portfolio (CTP) methodology to investigate the long-term performance of Australian SEOs. To assess the robustness of our findings, the buy-and-hold abnormal return (BHAR) approach has also been employed to measure the long-run performance of SEO stocks. The empirical analysis reveals that SEOs underperform when the abnormal returns are estimated by employing the BHAR methodology. Our refined CTP approach, on the other hand, finds evidence of abnormal performance only for equally weighted portfolios.
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Newell, Graeme, John MacFarlane, and Roger Walker. "Assessing energy rating premiums in the performance of green office buildings in Australia." Journal of Property Investment & Finance 32, no. 4 (July 1, 2014): 352–70. http://dx.doi.org/10.1108/jpif-10-2013-0061.
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Purpose – Green office buildings have recently taken on increased significance in institutional property portfolios in Australia and globally. The key issue from an institutional investor perspective is the assessment of whether green office buildings add value. Using an extensive portfolio of green office buildings, the purpose of this paper is to empirically assess the level of energy rating premiums in the property performance of green office buildings in Australia. Design/methodology/approach – Using a portfolio of over 200 green office buildings in Australia benchmarked against a comparable portfolio of non-green office buildings, the level of energy rating premiums in the property performance of green office buildings in Australia is empirically evaluated. Hedonic regression analysis is used to account for differences between specific office buildings and to explicitly identify the “pure” green effect in identifying the level of energy rating premiums in several commercial property performance characteristics (e.g. office value, rent). Findings – The empirical results show the added-value premium of the 5-star National Australian Built Environment Rating Scheme (NABERS) energy rating scheme and the Green Star scheme in the property performance of green office buildings in Australia, including office values and rents. Energy rating premiums for green office buildings are evident at the top energy ratings and energy rating discounts at the lower energy ratings. The added-value “top-end” premium of the 5-star vs 4-star NABERS energy rating category is clearly identified for the various property performance parameters, including office values and rents. Practical implications – This paper empirically determines the presence of energy rating premiums at the top energy ratings in the performance of green office buildings, as well as energy rating discounts at the lower energy ratings. This clearly highlights the added value dimension of energy efficiency in green office buildings and the need for the major office property investors to prioritise the highest energy rating to facilitate additional property performance premiums. This will also see green office buildings become the norm as the market benchmark rather than non-green office buildings. Social implications – This paper highlights energy performance premiums for green office buildings. This fits into the context of sustainability in the property industry and the broader aspects of corporate social responsibility in the property industry. Originality/value – This paper is the first published property research analysis on the detailed determination of energy rating premiums across the energy rating spectrum for green office buildings in Australia. Given the increased focus on energy efficiency and green office buildings, this research enables empirically validated and practical property investment decisions by office property investors regarding the importance of energy efficiency and green office buildings, and the priority to achieve the highest energy rating to maximise property performance premiums in office values and rents.
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Darvall, Ken. "An Induction Program for New Appointees to Aboriginal Schools." Australian Journal of Indigenous Education 18, no. 5 (November 1990): 3–9. http://dx.doi.org/10.1017/s1326011100600431.
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The author was fortunate to be awarded a New South Wales Teaching Service Fellowship for 1990 to undertake an investigation of the professional development of teachers, including executive, in schools with significant Aboriginal enrolments. This fellowship was undertaken in South Australia over a four-week period in March and April this year.Perhaps the highlight of this investigation was the emphasis placed on appropriate and adequate induction programs within the human resource management portfolio of the South Australian Department of Education.
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Marzuki, Muhammad Jufri, and Graeme Newell. "The emergence of data centres as an innovative alternative property sector." Journal of Property Investment & Finance 37, no. 2 (March 4, 2019): 140–52. http://dx.doi.org/10.1108/jpif-08-2018-0064.
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Purpose As one of the increasingly important alternative property sectors, data centres are a technology-focused property sector that is taking advantage of the growing investment intensity in technology-related infrastructure, against the backdrop of constant innovation and advancement in technology. The purpose of this paper is to assess the preliminary risk-adjusted performance and portfolio diversification benefits of data centre Real Estate Investment Trusts (REITs) in the USA, Australia and Singapore. The strategic implications going forward for data centres as an innovative property sector in the property investment space are also highlighted. Design/methodology/approach Using monthly total returns, the average annual return, annual risk, risk-adjusted performance and portfolio diversification benefits of data centre REITs in the USA, Australia and Singapore over 2016–2018 are assessed. Optimal asset allocation analysis is performed to investigate the value-added role of data centre REITs in a mixed-asset portfolio. Findings Data centre REITs delivered strong average annual return performance, outperforming the composite REITs in all three markets. This also sees data centre REITs being riskier than the overall REIT sector due to the non-traditional and maturing status of the data centre property sector. On a risk-adjusted basis, competitive performance was recorded for data centre REITs, with data centre REITs in the USA and Singapore outperforming their respective composite REITs. This performance is also delivered with significant portfolio diversification benefits with the stock market, resulting in data centre REITs contributing to the US mixed-asset portfolios across a diverse risk spectrum. Practical implications Institutional investors are now giving increased emphasis to alternative property sectors with better risk-return trade-offs. Improved performance and diversification benefits are achieved by supplementing existing property portfolios with non-traditional property sectors with counter-cyclical risk-return profiles, one of which is the data centre property sector. This sees data centres as an important alternative property sector, having technology-based drivers and being recognised as having a clear path towards institutionalisation with the major investors in the near future. Originality/value This paper is the first published empirical research analysis that specifically assessed the preliminary performance and diversification benefits of data centre REITs in the USA, Australia and Singapore. This research enables empirically validated, more informed and practical property investment decision making by institutional investors regarding the future strategic role of the data centre property sector as an innovative sector in the institutional property investment space.
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Williams, R. C. "THE CREATION AND FLOTATION OF NOVUS PETROLEUM LTD." APPEA Journal 36, no. 1 (1996): 706. http://dx.doi.org/10.1071/aj95050.
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Novus Petroleum Ltd listed on the Australian Stock Exchange on 24 May 1995 having raised $157.5 million of equity. It was the largest initial public offering (IPO) of an oil company ever undertaken in Australia, and the third largest equity-raising on the Australian market during financial year 1994-5.The creation of Novus involved the creation of a team of professional advisers comprising ANZ McCaughan (broker), Indosuez Australia (financial adviser), Ernst and Young (accounting and taxation adviser), Phillips Fox (legal adviser) and Fern Consultants (technical adviser). During the period from mid 1994 to May 1995, the team identified and procured a portfolio of producing and exploration assets (including shares in over 30 oil and gas fields); negotiated sale and purchase, underwriting, loan and other necessary agreements; wrote and issued a prospectus and performed the necessary due diligence and other processes involved with a public equity offering; and marketed the stock in the new company globally.The success of the IPO is attributed to having a very clear business focus and strategy, a diverse portfolio of quality assets, a strong and experienced management team, good earnings arithmetic and a strong balance sheet. Delivery of the success is attributed to the commitment and enthusiasm of the professional team involved with the float process.
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Bridgstock, Ruth. "Australian Artists, Starving and Well-Nourished: What Can we Learn from the Prototypical Protean Career?" Australian Journal of Career Development 14, no. 3 (October 2005): 40–47. http://dx.doi.org/10.1177/103841620501400307.
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Recent literature documents the demise of traditional linear careers and the rise of protean, boundaryless, or portfolio careers, typified by do-it-yourself career management and finding security in ongoing employability rather than ongoing employment. This article identifies key attributes of the ‘new career’, arguing that individuals with careers in the well-established fields of fine and performing arts often fit into the ‘new careerist’ model. Employment/career data for professional fine artists, performing artists and musicians in Australia is presented to support this claim. A discussion of the meta-competencies and career-life management skills essential to navigate the boundaryless work world is presented, with specific reference to Australian artists, and recommendations for future research.
Dissertations / Theses on the topic "Portfolio management – Australia"
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Nadarajah, Prashanthi Banking & Finance Australian School of Business UNSW. "Top management turnover: an empirical examination of changes in portfolio holdings and investment performance." Awarded by:University of New South Wales. Banking and Finance, 2004. http://handle.unsw.edu.au/1959.4/19356.
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This thesis presents two research projects examining the relationship between top management turnover (i.e. investment directors of funds management firms) and the performance of actively managed Australian institutional funds. Khorana (1996, 2001) studies this relationship from purely a performance perspective using U.S. managed funds. This thesis extends the work of Khorana (1996, 2001) by providing investors and other stakeholders with empirical evidence on performance, sources of performance and the dynamics of portfolios in the pre-and-post replacement periods. This issue is significant given the importance of executive management in the implementation of the institution's investment strategy, the sizeable assets under their control, as well as the overall success and profitability of the funds management operation. In addition, investors, asset consultants, managed fund ratings agencies and the financial media devote significant resources in scrutinizing the performance, organizational activities, leadership and human capital of investment management firms. Accordingly, the first research project examines the impact of performance and fund flow activity on top management turnover in both the pre-and-post replacement periods. The research documents that turnover of underperforming investment managers results in significantly higher performance in the post-replacement period, while turnover coinciding with outperforming managers delivers investors significantly lower returns (risk-adjusted). The evidence also identifies significant changes in portfolio risk associated with managerial turnover. Finally, the study finds that underperforming investment managers exhibit significantly lower fund flows prior to replacement. The second research project represents the first rigorous analysis of top management turnover with respect to monthly portfolio holdings for a sample of actively managed Australian equity funds. An examination of the dynamics of portfolios surrounding both the departure and the arrival dates of investment managers provides a finer decomposition in understanding investment performance, the sources of value added and the extent to which momentum strategies are executed both pre-and-post the turnover event. Accordingly, the study examines a manager's success or failure depending on 'winner' and 'loser' stock holdings, portfolio turnover, reliance on momentum strategies, variation in portfolio risk, stock preferences and fund flows for underperforming versus outperforming investment directors in the pre-and-post replacement periods. The research also documents that new investment managers of previously underperforming portfolios exhibit superior stock-selections skills in the post-replacement period, therefore reversing the portfolio's previously poor performance. The study finds that new investment managers liquidate 'loser' stocks (i.e. cleaning out the portfolio) as well as decreasing the portfolio's concentration (i.e. increases the portfolio's diversification and lowering tracking error). The results also indicate that underperforming investment managers in the pre-replacement period exhibit a preference for larger stocks (i.e. more liquid stocks with greater relative benchmark weights in the index), growth-oriented securities and a preference towards riding past period winners (i.e. following momentum strategies), however they are unable to successfully select and exploit momentum stocks. On the other hand, incoming managers of underperforming portfolios in the pre-replacement period do not show any particular stock size preference. The study also shows these managers prefer growth stocks, do not rely on momentum strategies, and yet still display superior returns in the post-replacement period. The study also documents that new investment managers of previously outperforming portfolios are unable to replicate the performance of the previous head of equities. In terms of stock preferences related to superior performing portfolios, the results show that departing investment managers prefer larger stocks and select stocks based on momentum strategies. On the other hand, incoming investment managers have a greater preference for smaller stocks, are less reliant on momentum strategies and prefer more volatile securities, however, these strategies do not provide superior returns relative to the pre-replacement period.
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Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
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Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
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[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research employs Australian equity data over the period 1980-2001, with the major analyses covering the more recent period 1990-2001. The study first documents that existing asset-pricing models namely the capital asset pricing model (CAPM) and domestic Fama-French three-factor model fail to meet the widely applied Merton?s zero-intercept criterion for a well-specified pricing model. This study instead documents that the US three-factor model provides the best description of Australian stock returns. The three US Fama-French factors are statistically significant for the majority of portfolios consisting of large stocks. However, no significant coefficients are found for portfolios in the smallest size quintile. This result initially suggests that the largest firms in the Australian market are globally integrated with the US market while the smallest firms are not. Therefore, the evidence at this point implies domestic segmentation in the Australian market. This is an unsatisfying outcome, considering that the goal of this research is to establish the pricing model that best describes portfolio returns. Given pervasive evidence that liquidity is strongly related to stock returns, the second part of the major analyses derives and incorporates this potentially priced factor to the specified pricing models ... This study also introduces a methodology for individual security analysis, which implements the portfolio analysis, in this part of analyses. The technique makes use of visual impressions conveyed by the histogram plots of coefficients' p-values. A statistically significant coefficient will have its p-values concentrated at below a 5% level of significance; a histogram of p-values will not have a uniform distribution ... The final stage of this study employs daily return data as an examination of what is indeed the best pricing model as well as to provide a robustness check on monthly return results. The daily result indicates that all three US Fama-French factors, namely the US market, size and book-to-market factors as well as LIQT are statistically significant, while the Australian three-factor model only exhibits one significant market factor. This study has discovered that it is in fact the US three-factor model with LIQT and not the domestic model, which qualifies for the criterion of a well-specified asset-pricing model and that it best describes Australian stock returns.
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Walmsley, Katherine. "Asset classes and timing of value added by Australian fund managers." Master's thesis, 2004. http://hdl.handle.net/1885/149804.
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Aba, Bulgu Mohammed. "Financial crisis management: application to SMEs in Australia." Thesis, 2005. https://vuir.vu.edu.au/15553/.
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The small and medium sized business sector plays a significant economic and social role in Australia. A large number of these businesses suffer from abrupt financial crises resulting from manmade or natural disasters such as fire, flood, storm, etc, which affect all business sectors in the Australian economy. There are numerous theoretical and empirical models that have been applied in relation
to corporate crisis management. The approach employed in this thesis is developed using a new theoretical framework
based on the elements of (i) financial management theories and policies such as risk management, financial engineering, portfolio theory, CAPM, capital budgeting and
optimal capital structure; (ii) accounting theories and practices including corporate financial distress and financial ratio analyses; and (iii) corporate management theories and principles with major emphasis on corporate governance, marketing management, business ethics and stakeholders analysis.
Books on the topic "Portfolio management – Australia"
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1944-, Ball Ray, ed. Share markets and portfolio theory: Readings and Australian evidence. 2nd ed. St. Lucia, Qld: University of Queensland Press, 1989.
Find full textBook chapters on the topic "Portfolio management – Australia"
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Ali, Paul U. "The “Best of Both Worlds” Fund: Exchange Traded Funds in Australia." In Diversification and Portfolio Management of Mutual Funds, 198–205. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626508_9.
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Hadjinicolaou, Nick, Jantanee Dumrak, and Sherif Mostafa. "Investigating the Association Between Project Portfolio Management Office Functions and Project Success: An Australian Case Study." In Lecture Notes in Mechanical Engineering, 287–98. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-1910-9_24.
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Hadjinicolaou, Nick, Jantanee Dumrak, and Sherif Mostafa. "The study of association between organisational portfolios and project portfolio management practices." In PMI Australia Conference 2017. University of Technology, Sydney, 2017. http://dx.doi.org/10.5130/pmrp.pmiac2017.5624.
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Gorchakova, Valentina. "Event Portfolios and Cultural Exhibitions in Canberra and Melbourne." In Event Portfolio Management. Goodfellow Publishers, 2019. http://dx.doi.org/10.23912/978-1-911396-91-8-4204.
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The sustainable development of an event portfolio requires a synergy between the different types of events included in it. The pool of events that are commonly used by city event planners and destination marketers usually revolve around major sport events, cultural festivals and celebrations, and world trade expositions. Some cities, however, also attract and stage international touring exhibitions that bring together a collection of rare art works, significant cultural objects, or memorabilia to tour a limited number of destinations. In this chapter, major events such as international touring exhibitions will be explored as key components of portfolios of events in Canberra and Melbourne. The chapter discusses the different ways event and tourism planners in Canberra and Melbourne have been approaching major touring exhibitions, and the specific roles these events can play in delivering a balanced and successful portfolio. It will be demonstrated that the decision making around events and event portfolio composition needs to be considered within a wider context, in the light of the city’s geography and demographics, as well as political, social and cultural factors. An exploratory qualitative research was conducted in Canberra and Melbourne, Australia. The primary data was collected from 12 semi-structured interviews with managers and executives in tourism and major events planning in both cities, as well as managers and curators of the cultural institutions that had hosted major touring exhibitions. The secondary data included a range of documents pertinent to the cities’ tourism and major events policy and strategy, existing research about touring exhibitions, and websites and articles in the mass media. In the chapter, examples of past major exhibitions are given.
Conference papers on the topic "Portfolio management – Australia"
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"Contemporary Issues in Real Estate Investment and Portfolio Management in Australia." In Real Estate Society Conference: ERES Conference 1995. ERES, 1995. http://dx.doi.org/10.15396/eres1995_117.
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Rebualos, R. A., M. N. Young, Y. T. Prasetyo, and R. Nadlifatin. "Portfolio Selection Using Mean-variance Model for Financial Technology Sector in the Australian Market Before and During COVID-19." In 2022 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2022. http://dx.doi.org/10.1109/ieem55944.2022.9989520.
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