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