PORTFOLIO MANAGEMENT - Portfolio Constraints and the Fundamental Law of Active Management - The fundamental law can be generalized to include an information transfer coefficient that reflects portfolio constraints.
| Year of publication: |
2002
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| Authors: | Clarke, Roger ; Silva, Harindra de ; Thorley, Steven |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 5, p. 48-66
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