Comparing the performance of a managed portfolio to the performance of a benchmark portfolio

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dc.creator Fooladi, Iraj
dc.creator Rumsey, John
dc.date.accessioned 2014-01-30T20:20:55Z
dc.date.available 2014-01-30T20:20:55Z
dc.date.issued 2010
dc.identifier http://library2.smu.ca/bitstream/handle/01/25407/asb_proceedings_2010.pdf#page=210
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25612
dc.description.abstract Decomposing excess return into asset allocation and security selection components is ambiguous when the return is expressed in terms of asset classes. We present two methods for eliminating this ambiguity. en_CA
dc.language.iso en en_CA
dc.publisher Atlantic Schools of Business en_CA
dc.subject.lcsh Portfolio management
dc.title Comparing the performance of a managed portfolio to the performance of a benchmark portfolio en_CA
dc.type Text en_CA
dcterms.bibliographicCitation Proceedings of the 40th Atlantic Schools of Business conference, Saint Mary's University, 2010, pp 210-222


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