Portfolio strategies to track and outperform a benchmark
Year of publication: |
2020
|
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Authors: | Glabadanidis, Paskalis |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 8, p. 1-26
|
Publisher: |
Basel : MDPI |
Subject: | benchmarking | optimal portfolio weights |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm13080171 [DOI] 1742481329 [GVK] hdl:10419/239260 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Portfolio strategies to track and outperform a benchmark
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