PORTFOLIO MANAGEMENT - Allocating between Active and Passive Management - A framework based on analyzing active-manager skill can be used to grapple with the active versus index decision
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|Authors:||Sorensen, Eric H.; Miller, Keith L.; Samak, Vele|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 54.1998, 5, p. 18-31
PORTFOLIO STRATEGIES - The Decision Tree Approach to Stock Selection - A frequent question regarding quantitative investing is: What are good variables for stock selection? Traditional quantitative strategies are variations of screening techniques. Quantitative investment managers seek to narrow the investable universe to a manageable number of stocks that have desirable characteristics. The ...
Sorensen, Eric H., (2000)
Miller, Keith L., (2015)
Miller, Keith L., (2013)
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