Author:
Amenc Noël,Goltz Felix,Le Sourd Véronique
Subject
General Economics, Econometrics and Finance,Accounting
Reference39 articles.
1. Portfolio Optimization and Hedge Fund Style Allocation Decisions;Amenc;Journal of Alternative Investments,2002
2. Time Variation in Mutual Fund Style Exposures;Annaert;Review of Finance,2007
3. Fundamental Indexation;Arnott;Financial Analysts Journal,2005
4. Noise, CAPM, and the Size and Value Effects;Arnott;Journal of Investment Management,2007
Cited by
22 articles.
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