The active risk puzzle

Journal of Portfolio Management

Volumn 30, Issue SUPPL., 2004, Pages 88-93

  Litterman, Robert ^a  

^a Goldman Sachs Group   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 7544240179     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2004.442626     Document Type: Review

References (5)

1. Brinson, Gary, Randolph Hood, Jr., and Gilbert Beebower. "Determinants of Portfolio Performance." Financial Analysts Journal, July/August 1986, pp. 39-44.
2. Brinson, Gary, Brian Singer, and Gilbert Beebower. "Determinants of Portfolio Performance II: An Update." Financial Analysts Journal, May/June 1991, pp. 40-48.
3. Grinold, Richard, and Ronald Kahn. Active Portfolio Management, 2nd ed. New York: McGraw-Hill, 2000.
4. "Hedge Funds Appear Set for Strong Year." Wall Street Journal, European Edition, January 7, 2004.
5. Waring, Barton, and Laurence Siegel. "The Dimensions of Active Management." The Journal of Portfolio Management, Spring 2003, pp. 35-51.