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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.
Clarke, Roger; Silva, Harindra de; Thorley, Steven - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 48-66
Persistent link: https://www.econbiz.de/10006262183
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Growth, Value, Good and Bad
Clarke, Roger; Statman, Meir - In: Financial analysts' journal : FAJ 50 (1994) 6, pp. 82-86
Persistent link: https://www.econbiz.de/10006342450
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Portfolio Management - Long-Short Extensions: How Much Is Enough?
Clarke, Roger; Silva, Harindra de; Sapra, Steven; … - In: Financial analysts' journal : FAJ 64 (2008) 1, pp. 16-31
Persistent link: https://www.econbiz.de/10007919309
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Long-short extensions : how much is enough?
Clarke, Roger; Silva, Harindra de; Sapra, Steven; … - In: Financial analysts' journal : FAJ 64 (2008) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10003660120
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The not-so-well-known three-and-one-half-factor model
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 13-23
Persistent link: https://www.econbiz.de/10010529031
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Fundamentals of efficient factor investing
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 9-26
Persistent link: https://www.econbiz.de/10011574780