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Portfolio Constraints and the Fundamental Law of Active Management · Study

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PreprintPortfolio Constraints and the Fundamental Law of Active Management

Steven R. Thorley2001

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Preprintgreen2001

Portfolio Constraints and the Fundamental Law of Active Management

Steven R. Thorley

50 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

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References

1989The fundamental law of active management 1998The Information Ratio 1994Alpha is Volatility Times IC Times Score 2000The Efficiency Gains of Long–Short Investing 1997Comparisons and Combinations of Long and Long/Short Strategies 1999Long-Short Portfolio Management

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2008130/30article · 4 shared references 2004Toward More Information-Efficient Portfoliosarticle · 4 shared references 2005ACTIVE RISK AND INFORMATION RATIOchapter · 3 shared references 2002Portfolio Constraints and the Fundamental Law of Active Managementarticle · 2 shared references 2000The Efficiency Gains of Long–Short Investingarticle · 2 shared references 2009Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Managementarticle · 2 shared references

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Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.290916

openalex_workW1535442185

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