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Article
Title:
Active Portfolio Management with Benchmarking: A Frontier Based on Alpha
Authors:
Gordon Alexander
(
U Minnesota
)
Alexandre M. Baptista
(
George Washington U
)
Journal:
Journal of Banking and Finance
Year:
2010
Volume:
34
Pages:
2185-2197
JEL codes:
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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