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• W2131709451 endingPage "418" @default.
• W2131709451 startingPage "387" @default.
• W2131709451 abstract "Using monthly active equity fund portfolio holdings, we examine the magnitude of style drift and decompose it into active and passive components. We find that while fund style tilts are consistent with their self-stated investment objective, there is variation in the degree of style bias within style groups. We document that funds actively adjust their portfolio holdings in response to passive style drift to retain a desired portfolio tilt. The degree of adjustment varies with the frequency over which the drift is measured, with funds being most responsive to changes in book-to-market and momentum drift. We also find that certain types of style drift affect portfolio turnover." @default.
• W2131709451 created "2016-06-24" @default.
• W2131709451 creator A5031712502 @default.
• W2131709451 creator A5051409339 @default.
• W2131709451 creator A5052589810 @default.
• W2131709451 date "2008-03-01" @default.
• W2131709451 modified "2023-09-26" @default.
• W2131709451 title "Style Drift and Portfolio Management for Active Australian Equity Funds" @default.
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• W2131709451 doi "https://doi.org/10.1177/031289620803200302" @default.
• W2131709451 hasPublicationYear "2008" @default.
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