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Volumn 61, Issue 5, 2005, Pages 32-39

Alpha hunters and beta grazers

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EID: 27744528520     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v61.n5.2753     Document Type: Review
Times cited : (37)

References (21)
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    • Black, Fischer. 1973. "Yes, Virginia, There Is Hope: Tests of the Value Line Ranking System." Financial Analysts Journal, vol. 29, no. 5 (September/October):10-14.
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    • Black, F.1
  • 6
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    • Bogle, Jack. 2005. "The Mutual Fund Industry 60 Years Later: For Better or Worse?" Financial Analysts Journal, vol. 61, no. 1 (January/February):15-24.
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    • February
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  • 12
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    • Kritzman, M.P.1    Rich, D.2
  • 13
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    • The β-plus measure in asset allocation
    • Spring
    • Leibowitz, Martin L. 2004. "The β-Plus Measure in Asset Allocation." Journal of Portfolio Management, vol. 30, no. 3 (Spring):26-36
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    • Leibowitz, M.L.1
  • 14
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    • Structural betas: The key risk factor in asset allocation
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    • Leibowitz, Martin L., and Anthony Bova. 2004. "Structural Betas: The Key Risk Factor in Asset Allocation." Morgan Stanley Research Notes (21 June).
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  • 15
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    • The efficient frontier using 'alpha cores'
    • 7 January
    • -. 2005a. "The Efficient Frontier Using 'Alpha Cores'." Morgan Stanley Research Notes (7 January).
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    • Convergence of risk
    • April
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    • Allocation betas
    • -. 2005c. "Allocation Betas." Financial Analysts Journal, vol. 61, no. 4 (July/August):70-82.
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  • 21
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