PORTFOLIO MANAGEMENT - Cross-Sectional Volatility and Return Dispersion - The recent huge increase in active manager dispersion corresponds to the rise in cross-sectional volatility.
Year of publication: |
2002
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Authors: | Ankrim, Ernest M. ; Ding, Zhuanxin |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 5, p. 67-73
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Saved in:
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