Artigo

Título:
Active Portfolio Management with Benchmarking: A Frontier Based on Alpha
Autores:
Gordon Alexander (U Minnesota)
Alexandre M. Baptista (George Washington U)
Revista:
Journal of Banking and Finance
Ano:
2010
Volume:
34
Páginas:
2185-2197
Códigos JEL:
D81 - Criteria for Decision-Making under Risk and Uncertainty
G11 - Portfolio Choice; Investment Decisions
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
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