Choosing managers and funds - Maximizing your alpha without sacrificing your target.

被引：4

作者：

Baierl, GT ^{[1
]}

Chen, P ^{[1
]}

机构：

[1] Ibbotson Associates, Chicago, IL 60601 USA

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2000年 / 26卷 / 02期

关键词：

D O I：

10.3905/jpm.2000.319745

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The authors describe a method for selecting portfolios of managers or mutual funds to implement a target asset allocation. The goal is to maze alpha for each level of tracking error. This routine is designed to meet manager-imposed minimum investment requirements by using discrete optimization techniques, A step-by-step example illustrates the practical use of the methods that the authors develop.

引用

页码：47 / +

页数：8