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Portfolio Constraints and the Fundamental Law of Active Management
6 references·0 citing·21 second hop
Portfolio Constraints and the Fundamental Law of Active Management (2001)Portfolio Constraints and the Fundamental…The Efficiency Gains of Long–Short Investing (2000)The Efficiency Gains of Long–…Long-Short Portfolio Management (1999)Long-Short Portfolio Manageme…The Information Ratio (1998)The Information RatioComparisons and Combinations of Long and Long/Short Strategies (1997)Comparisons and Combinations …Alpha is Volatility Times IC Times Score (1994)Alpha is Volatility Times IC …The fundamental law of active management (1989)The fundamental law of active…The financial analysts journal (1960)Value Line and I/B/E/S earnings forecasts (2004)130/30 (2008)The Effects of Corporate Governance and Product Market Competition on Analysts' Forecasts: Evidence from the Brazilian Capital Market (2015)Mutual Fund Performance (1966)How to Use Security Analysis to Improve Portfolio Selection (1973)The Sharpe Ratio (1994)Portfolio Constraints and the Fundamental Law of Active Management (2002)Does Corporate Social Responsibility Pay Off in Times of Crisis? An Alternate Perspective on the Relationship between Financial and Corporate Social Performance (2012)Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 Pandemic (2020)Portfolio Selection (1952)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Enhanced Active Equity Strategies (2006)Trimability and Fast Optimization of Long–Short Portfolios (2006)Integrating Factor Models (2023)Battle for Alphas: Hedge Funds versus Long-Only Portfolios (2002)Asset-liability management under time-varying investment opportunities (2011)Active Portfolio Management (2017)Active Portfolio Management: A Quantitative Approach to Providing Superior Returns and Controlling Risk (2000)Mutual Fund Industry Selection and Persistence (2012)Modern Investment Management: An Equilibrium Approach (2003)
this work references cited by second hop

References

  • 1989The fundamental law of active management323 cited
  • 1998The Information Ratio277 cited
  • 1994Alpha is Volatility Times IC Times Score97 cited
  • 2000The Efficiency Gains of Long–Short Investing91 cited
  • 1997Comparisons and Combinations of Long and Long/Short Strategies77 cited
  • 1999Long-Short Portfolio Management62 cited

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