Rethinking the fundamental law of active management
Year of publication: |
2017
|
---|---|
Authors: | Menchero, Jose |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 2, p. 92-107
|
Subject: | Diversification | information ratio | breadth | information coefficient | transfer coefficient | Portfolio-Management | Portfolio selection |
-
The fundamental law of active management : redux
Ding, Zhuanxin, (2017)
-
Factor investing : alpha concentration versus diversification
Heinrich, Lars, (2021)
-
Portfolio turnover when IC is time-varying
Ding, Zhuanxin, (2020)
- More ...
-
Menchero, Jose, (2008)
-
Decomposing global equity cross-sectional volatility
Menchero, Jose, (2011)
-
The importance of attributing active risk to benchmark-relative sources
Davis, Benjamin, (2012)
- More ...