Active portfolio management with benchmarking: A frontier based on alpha

Journal of Banking and Finance

Volumn 34, Issue 9, 2010, Pages 2185-2197

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Active portfolio management; Alpha; Benchmarking; Risk management; Tracking error

Indexed keywords

EID: 77954144082     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.02.005     Document Type: Article

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