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Volumn 33, Issue 1, 2006, Pages

Analyzing active investment strategies

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[No Author keywords available]

Indexed keywords


EID: 33845325496     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.661373     Document Type: Article
Times cited : (7)

References (16)
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  • 2
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  • 3
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    • Common risk factors in the returns of stocks and bonds
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  • 4
    • 0001309573 scopus 로고
    • On market timing and investment performance II: Statistical procedures for evaluating forecasting skilk
    • Henriksson, Roy D., and Robert C. Merton. "On Market Timing and Investment Performance II: Statistical Procedures for Evaluating Forecasting Skilk." Journal of Business, 54 (1981), pp. 513-533.
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    • Henriksson, R.D.1    Merton, R.C.2
  • 5
    • 0001987624 scopus 로고
    • On studies of mutual fund performance: 1962-1991
    • Ippolito, Richard A. "On Studies of Mutual Fund Performance: 1962-1991." Financial Analysts Journal, 49(1) (1993), pp. 42-50.
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    • Ippolito, R.A.1
  • 6
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    • Portfolio optimization with tracking-error constraints
    • Jorion, Philippe. "Portfolio Optimization with Tracking-Error Constraints." Financial Analysts Journal, 59(5) (2003), pp. 70-82.
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    • Jorion, P.1
  • 7
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    • Evaluating mutual fund performance
    • Kothari, S. P., and Jerold B. Warner. "Evaluating Mutual Fund Performance." Journal of Finance, 56(5) (2001), pp. 1985-2010.
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    • Kothari, S.P.1    Warner, J.B.2
  • 8
    • 84888829695 scopus 로고    scopus 로고
    • Tracking error and the setting of tactical ranges
    • Kuenzi, David E. "Tracking Error and the Setting of Tactical Ranges." The Journal of Investing, 13(1) (2004), pp. 35-44.
    • (2004) The Journal of Investing , vol.13 , Issue.1 , pp. 35-44
    • Kuenzi, D.E.1
  • 9
    • 84888842419 scopus 로고    scopus 로고
    • An alternative calculation of tracking error
    • Lawton-Browne, Carola. "An Alternative Calculation of Tracking Error." Journal of Asset Management, 2 (2001), pp. 223-234.
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    • Tracking error: Ex ante versus ex post measures
    • Satchell, Stephen E., and Soosung Hwang. "Tracking Error: Ex Ante versus Ex Post Measures." Journal of Asset Management, 2 (2001), pp. 241-246.
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    • Satchell, S.E.1    Hwang, S.2
  • 12
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    • Do tracking errors reliably estimate portfolio risk?
    • Scowcroft, Alan, and James Sefton. "Do Tracking Errors Reliably Estimate Portfolio Risk?" Journal of Asset Management, 2 (2001), pp. 205-222.
    • (2001) Journal of Asset Management , vol.2 , pp. 205-222
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  • 13
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    • Asset allocation: Management style and performance measurement
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  • 15
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  • 16
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    • Mutual fund performance: An empirical decomposition in to stock-picking talent, style, transactions costs, and expenses
    • Wermers. Russ. "Mutual Fund Performance: An empirical Decomposition in to stock-Picking Talent, Style, Transactions Costs, and Expenses." Journal of Finance, 55(4) (2000), pp. 1655-1695.
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    • Russ, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.