The Value of Alpha Forecasts in Portfolio Construction

Australian Journal of Management

Volumn 34, Issue 1, 2009, Pages 97-121

  Fong, Kingsley ^a   Lee, Adrian D ^a   Gallagher, David R ^a,b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

FUND MIMICKING STRATEGIES; PORTFOLIO CONSTRUCTION

Indexed keywords

EID: 70349266441     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620903400106     Document Type: Article

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