The fundamental law of active management : redux
Zhuanxin Ding, R. Douglas Martin
| Year of publication: |
September 2017
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|---|---|
| Authors: | Ding, Zhuanxin ; Martin, R. Douglas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 43.2017, p. 91-114
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| Subject: | The fundamental law of active management | Information coefficient | Information ratio | Factor model | Time series | Cross section | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817910