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