STRATEGIES - Choosing Managers and Funds - The authors describe a method for selecting portfolios of managers or mutual funds to implement a target asset allocation. The goal is to maximize alpha for each level of tracking error. This routine is designed to meet manager-imposed minimum investment requirements by using discrete optimization techniques. A step-by-step example illustrates the ...
| Year of publication: |
2000
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|---|---|
| Authors: | Baierl, Gary T. ; Chen, Peng |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 26.2000, 2, p. 47-53
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