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Cross-region and cross-sector asset allocation with regimes

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Quality investing in an Australian context

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Does Portfolio Emulation Outperform its Target Funds?

Chen, Zhe - 2012

An emulation fund is designed to reduce trading activity, thereby lowering costs, for a multi-manager fund. It does this by delaying, and potentially combining, trading decisions from each employed fund manager to eliminate offsetting trades (e.g. one manager may buy a stock for her fund while...

Persistent link: https://www.econbiz.de/10013101293