Active portfolio management with benchmarking: A frontier based on alpha

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.02.005 ◽

2010 ◽

Vol 34 (9) ◽

pp. 2185-2197 ◽

Author(s):

Gordon J. Alexander ◽

Alexandre M. Baptista

Keyword(s):

Portfolio Management ◽

Active Portfolio Management

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Interconnectedness risk and active portfolio management

The Journal of Investment Strategies ◽

10.21314/jois.2017.081 ◽

2017 ◽

Author(s):

Eduard Baitinger ◽

Jochen Papenbrock

Keyword(s):

Portfolio Management ◽

Active Portfolio Management

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Tax Consequences of Active Portfolio Management: A Simulation Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1640183 ◽

2010 ◽

Author(s):

Stanley Peterburgsky

Keyword(s):

Portfolio Management ◽

Simulation Approach ◽

Active Portfolio Management

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Valuing Investment Management Fees, Active Portfolio Management, and Closed-End Fund Discounts

SSRN Electronic Journal ◽

10.2139/ssrn.2738100 ◽

2000 ◽

Author(s):

Robert Ferguson ◽

Dean Leistikow

Keyword(s):

Portfolio Management ◽

Investment Management ◽

Management Fees ◽

Active Portfolio Management

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Active Portfolio Management Grounded in Evolutionary Biology - An Approach Set to Sharpen the Edge of Behavioural Finance?

SSRN Electronic Journal ◽

10.2139/ssrn.802604 ◽

2004 ◽

Author(s):

Christian Wurl

Keyword(s):

Portfolio Management ◽

Evolutionary Biology ◽

Behavioural Finance ◽

Active Portfolio Management

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Risk-Constrained Dynamic Active Portfolio Management

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0026 ◽

2011 ◽

pp. 373-384

Author(s):

Sid Browne

Keyword(s):

Portfolio Management ◽

Active Portfolio Management

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Active Portfolio Management

Investment Theory and Risk Management ◽

10.1002/9781119205197.ch10 ◽

2015 ◽

pp. 187-196 ◽

Keyword(s):

Portfolio Management ◽

Active Portfolio Management

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Balancing growth and shortfall probability in continuous time active portfolio management

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50012-4 ◽

2003 ◽

pp. 258-268

Author(s):

Sid Browne

Keyword(s):

Portfolio Management ◽

Continuous Time ◽

Active Portfolio Management

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Index Funds and Active Portfolio Management

Treynor on Institutional Investing ◽

10.1002/9781119196679.ch35 ◽

2015 ◽

pp. 234-235

Keyword(s):

Portfolio Management ◽

Index Funds ◽

Active Portfolio Management

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Active Portfolio Management: A Quantitative Approach to Providing Superior Returns and Controlling Risk

Review of Financial Studies ◽

10.1093/rfs/13.4.1153 ◽

2000 ◽

Vol 13 (4) ◽

pp. 1153-1156 ◽

Author(s):

Gregory Connor

Keyword(s):

Portfolio Management ◽

Quantitative Approach ◽

Active Portfolio Management

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Active Portfolio Management Using Modern Portfolio Theory

Active Private Equity Real Estate Strategy ◽

10.1002/9781119198642.ch11 ◽

2015 ◽

pp. 187-215

Author(s):

David Lynn ◽

Yusheng Hao

Keyword(s):

Portfolio Management ◽

Portfolio Theory ◽

Modern Portfolio Theory ◽

Active Portfolio Management

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