Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Hottinga, A."'
Publikováno v:
The Journal of Portfolio Management. 28:88-101
This study presents a method to select corporate bonds that outperform the corporate bond market as a whole. The approach has many similarities to the well–investigated field of stock selection strategies. The literature suggests several variables
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b952ac4875bc7998842fcb409e6eb11
https://doi.org/10.3905/jpm.2001.319825
https://doi.org/10.3905/jpm.2001.319825
Autor:
David Blitz, Jouke Hottinga
Publikováno v:
The Journal of Portfolio Management. 27:19-25
This article presents a framework for allocating partial tracking errors to investment decisions in order to maximize the expected information ratio of an actively managed portfolio. The tracking error allocation framework is a three–step process:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::870c87f7ed011b0b48758a984ba16405
https://doi.org/10.3905/jpm.2001.319809
https://doi.org/10.3905/jpm.2001.319809
Publikováno v:
Journal of Portfolio Management. Fall2001, Vol. 28 Issue 1, p88-101. 14p. 5 Graphs.
Autor:
Blitz, David C.1, Hottinga, Jouke1
Publikováno v:
Journal of Portfolio Management. Summer2001, Vol. 27 Issue 4, p19-25. 7p.
Akademický článek
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