Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Year of publication: |
2012
|
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Authors: | Amenc, Noël ; Goltz, Felix ; Lodh, Ashish ; Martellini, Lionel |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 38.2012, 3, p. 72-88
|
Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
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