Manager skill and portfolio size with respect to a benchmark-Reference-Cited by-同舟云学术

Manager skill and portfolio size with respect to a benchmark

Published:2019-03-26 Issue:1 Volume:26 Page:176-197
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Bolshakov Andrei¹,Chincarini Ludwig B.²³

Affiliation:

1. Wedge Capital Management 301 South College Street, Suite 3800Charlotte, NC 28202

2. University of San Francisco School of Management 101 Howard Street, Suite 500San Francisco, CA 94105

3. United States Commodity Funds 1999 Harrison Street #1530Oakland, CA 94612

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/eufm.12210

Reference23 articles.

1. Another Look at Portfolio Optimization under Tracking-Error Constraints

2. How to calculate breadth: An evolution of the fundamental law of active portfolio management

3. Chincarini L. B. &Kim D.(2006).Quantitative Equity Portfolio Management. An Active Approach to Portfolio Construction and Management. New York: McGraw‐Hill.

4. Another look at the information ratio

5. Portfolio constraints and the fundamental law of active management;Clarke R.;Journal of Portfolio Management,2002

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach;SIAM Journal on Financial Mathematics;2023-05-10

2. Enhanced indexing and selectivity theory;European Financial Management;2021-08-24

3. Business risks and their impact on business future concerning the entrepreneur’s experience with business bankruptcy: case of Czech Republic;Problems and Perspectives in Management;2020-07-03