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The fundamental law of active management : redux
Ding, Zhuanxin, (2017)
Factor investing : alpha concentration versus diversification
Heinrich, Lars, (2021)
Portfolio turnover when IC is time-varying
Ding, Zhuanxin, (2020)
Factor misalignment and portfolio construction
Menchero, Jose, (2016)
PERFORMANCE MEASUREMENT AND EVALUATION - Optimized Geometric Attribution
Menchero, Jose, (2005)
Multiperiod Arithmetic Attribution
Menchero, Jose, (2004)