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Volumn 62, Issue 2, 2006, Pages 14-21

The myth of the absolute-return investor

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Indexed keywords


EID: 33646397577     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v62.n2.4080     Document Type: Article
Times cited : (17)

References (19)
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    • Dopfel, F.1
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    • A critical look at the case for hedge funds
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    • Barclays Global Investors
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    • (2005) Financial Analysts Journal , vol.61 , Issue.6 NOVEMBER-DECEMBER , pp. 80-88
    • Malkiel, B.J.1    Saha, A.2
  • 11
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    • Estimating betas from nonsynchronous data
    • Scholes, Myron, and Joseph Williams. 1977. "Estimating Betas from Nonsynchronous Data." Journal of Financial Economics, vol. 5, no. 3 (February):309-328.
    • (1977) Journal of Financial Economics , vol.5 , Issue.3 FEBRUARY , pp. 309-328
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    • A simplified model for portfolio analysis
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    • _. 1988. "Determining a Fund's Effective Asset Mix" (corrected version). Investment Management Review, vol. 2, no. 6 (November / December):59-69.
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    • The dimensions of active management
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  • 19
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    • Understanding active management
    • Barclays Global Investors, April
    • This article also appeared as part of M. Barton Waring and Laurence B. Siegel "Understanding Active Management," Investment Insights, Barclays Global Investors, vol. 6, no. 1 (April 2003).
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    • Waring, M.B.1    Siegel, L.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.