Estimation error and the fundamental law of active management : is quant fundamentally flawed?
Year of publication: |
2020
|
---|---|
Authors: | Michaud, Richard O. ; Esch, David N. ; Michaud, Robert O. |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2020, 4, p. 20-30
|
Subject: | Portfolio theory | portfolio construction | Portfolio-Management | Portfolio selection | Theorie | Theory |
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