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.
Year of publication: |
2002
|
---|---|
Authors: | Clarke, Roger ; Silva, Harindra de ; Thorley, Steven |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 5, p. 48-66
|
Saved in:
Saved in favorites
Similar items by person
-
Clarke, Roger G., (2010)
-
The not-so-well-known three-and-one-half-factor model
Clarke, Roger G., (2014)
-
Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G., (2013)
- More ...