Response to the hierarchy of investment choice: Comment

Journal of Portfolio Management

Volumn 31, Issue 1, 2004, Pages 121-123

  Kritzman, Mark ^a   Page, Sebastien ^b  

^a Windham Cap Management Boston LLC   (United States)

^b State Street Associates ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10044270652     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (4)

1. Brinson, G.P., L.R. Hood, and G.L. Beebower. "Determinants of Portfolio Performance." Financial Analysts Journal, July/August 1986.
2. Ibbotson, R.G., and P.D. Kaplan. "Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?" Financial Analysts Journal, January/February 2000.
3. Kritzman, M., and S. Page. "The Hierarchy of Investment Choice: A Normative Interpretation." The Journal of Portfolio Management, Summer 2003.
4. Staub, R. "The Hierarchy of Investment Choice: Comment." The Journal of Portfolio Management, Fall 2004.