Toward more information-efficient portfolios: Relaxing the long-only constraint

Journal of Portfolio Management

Volumn 31, Issue 1, 2004, Pages

  Clarke, Roger G ^a   De Silva, Harindra ^b   Sapra, Steven ^b  

^a Analytic Investors Inc   (United States)

^b NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10044248097     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (8)

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4. _. "The Fundamental Law of Active Management." The Journal of Portfolio Management, vol. 15, no. 3 (Spring 1989), pp. 30-37.
5. Grinold, Richard C., and Ronald N. Kahn. "The Efficiency Gains of Long-Short Investing." Financial Analysts Journal, vol. 56, no. 6 (November/December 2000), pp. 40-53.
6. Jacobs, Bruce I., Kenneth N. Levy, and David Starer. "On the Optimality of Long-Short Strategies." Financial Analysts Journal, vol. 54, no. 2 (March/April 1998), pp. 40-51.
7. Strongin S., M. Petsch, and G. Sharenow. "Beating Benchmarks: A Stock Picker's Reality: Part II." Goldman, Sachs, November 1999.
8. Thomas, Lee R. "Active Management." The Journal of Portfolio Management, vol. 26, no. 2 (Winter 2000), pp. 25-32.