Determining an optimal multiplier in dynamic core-satellite strategies
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Suggested Citation
Note: In : The Journal of Asset Management, Vol. 14, no.4, p. 210-227 (2013)
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Other versions of this item:
- Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," Journal of Asset Management, Palgrave Macmillan, vol. 14(4), pages 210-227, August.
- CALIMAN, Thibaut & D’HONDT, Catherine & PETITJEAN, Mikael, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints CORE 2568, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
References listed on IDEAS
- Craig Israelsen, 2005. "A refinement to the Sharpe ratio and information ratio," Journal of Asset Management, Palgrave Macmillan, vol. 5(6), pages 423-427, April.
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