-
1
-
-
33749593936
-
Do hedge funds hedge?
-
Asness, Clifford S., Robert Krail, and John Liew. 2001. "Do Hedge Funds Hedge?" Journal of Portfolio Management, vol. 28, no. 1 (Fall):6-19.
-
(2001)
Journal of Portfolio Management
, vol.28
, Issue.1 FALL
, pp. 6-19
-
-
Asness, C.S.1
Krail, R.2
Liew, J.3
-
3
-
-
0348002794
-
Portfolio constraints and the fundamental law of active management
-
Clarke, Roger, Harindra de Silva, and Steven Thorley. 2002. "Portfolio Constraints and the Fundamental Law of Active Management." Financial Analysts Journal, vol. 58, no. 5 (September/October):48-66.
-
(2002)
Financial Analysts Journal
, vol.58
, Issue.5 SEPTEMBER-OCTOBER
, pp. 48-66
-
-
Clarke, R.1
De Silva, H.2
Thorley, S.3
-
4
-
-
33749638253
-
Risk measurement when shares are subject to infrequent trading
-
Dimson, Elroy. 1979. "Risk Measurement When Shares Are Subject to Infrequent Trading." Journal of Financial Economics, vol. 7, no. 2 (June):197-226.
-
(1979)
Journal of Financial Economics
, vol.7
, Issue.2 JUNE
, pp. 197-226
-
-
Dimson, E.1
-
5
-
-
33646409327
-
Waiter, what's this hedge fund doing in my soup? How hedge funds fit into the institutional investor's portfolio
-
Barclays Global Investors
-
Dopfel, Fred. 2005. "Waiter, What's This Hedge Fund Doing in My Soup? How Hedge Funds Fit into the Institutional Investor's Portfolio." Investment Insights, Barclays Global Investors, vol. 8, no. 4 (March).
-
(2005)
Investment Insights
, vol.8
, Issue.4 MARCH
-
-
Dopfel, F.1
-
6
-
-
0042833074
-
A critical look at the case for hedge funds
-
Ennis, Richard M., and Michael D. Sebastian. 2003. "A Critical Look at the Case for Hedge Funds." Journal of Portfolio Management, vol. 29, no. 4 (Summer):103-112.
-
(2003)
Journal of Portfolio Management
, vol.29
, Issue.4 SUMMER
, pp. 103-112
-
-
Ennis, R.M.1
Sebastian, M.D.2
-
8
-
-
0038185562
-
The surprisingly large impact of the long-only constraint
-
Barclays Global Investors
-
_. 2000b. "The Surprisingly Large Impact of the Long-Only Constraint." Investment Insights, Barclays Global Investors, vol. 3, no. 2 (May).
-
(2000)
Investment Insights
, vol.3
, Issue.2 MAY
-
-
-
9
-
-
0013448044
-
The jones nobody keeps up with
-
Loomis, Carol. 1966. "The Jones Nobody Keeps Up With." Fortune (April):237-247.
-
(1966)
Fortune
, Issue.APRIL
, pp. 237-247
-
-
Loomis, C.1
-
10
-
-
33645793288
-
Hedge funds: Risk and return
-
Malkiel, Burton J., and Atanu Saha. 2005. "Hedge Funds: Risk and Return." Financial Analysts Journal, vol. 61, no. 6 (November/December):80- 88.
-
(2005)
Financial Analysts Journal
, vol.61
, Issue.6 NOVEMBER-DECEMBER
, pp. 80-88
-
-
Malkiel, B.J.1
Saha, A.2
-
11
-
-
0141866991
-
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
-
-
Scholes, M.1
Williams, J.2
-
12
-
-
0001217228
-
A simplified model for portfolio analysis
-
Sharpe, William F. 1963. "A Simplified Model for Portfolio Analysis." Management Science, vol. 9, no. 2 (January):277-293.
-
(1963)
Management Science
, vol.9
, Issue.2 JANUARY
, pp. 277-293
-
-
Sharpe, W.F.1
-
13
-
-
0003326848
-
"Determining a fund's effective asset mix" (corrected version)
-
_. 1988. "Determining a Fund's Effective Asset Mix" (corrected version). Investment Management Review, vol. 2, no. 6 (November / December):59-69.
-
(1988)
Investment Management Review
, vol.2
, Issue.6 NOVEMBER - DECEMBER
, pp. 59-69
-
-
-
14
-
-
0002716956
-
Asset allocation: Management style and performance measurement
-
_. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.
-
(1992)
Journal of Portfolio Management
, vol.18
, Issue.2 WINTER
, pp. 7-19
-
-
-
16
-
-
0037795757
-
The dimensions of active management
-
Waring, M. Barton, and Laurence B. Siegel. 2003. "The Dimensions of Active Management." Journal of Portfolio Management, vol. 29, no. 3 (Spring):35-51.
-
(2003)
Journal of Portfolio Management
, vol.29
, Issue.3 SPRING
, pp. 35-51
-
-
Barton, W.M.1
Siegel, L.B.2
-
17
-
-
10044254929
-
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).
-
(2003)
Investment Insights
, vol.6
, Issue.1
-
-
Waring, M.B.1
Siegel, L.B.2
-
18
-
-
33646402106
-
Debunking some myths of active management
-
_. 2005. "Debunking Some Myths of Active Management." Journal of Investing, vol. 14, no. 2 (Summer):20-28.
-
(2005)
Journal of Investing
, vol.14
, Issue.2 SUMMER
, pp. 20-28
-
-
-
19
-
-
10044254929
-
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).
-
(2003)
Investment Insights
, vol.6
, Issue.1
-
-
Waring, M.B.1
Siegel, L.B.2
|