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

Show simple item record

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.description.provenance Submitted by Trish Grelot (trish.grelot@smu.ca) on 2014-01-30T20:20:55Z No. of bitstreams: 0 en
dc.description.provenance Made available in DSpace on 2014-01-30T20:20:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2010 en
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
 Find Full text

Files in this item

Files Size Format View

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record