The Value of Alpha Forecasts in Portfolio Construction

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Show simple item record Fong, K Gallagher, DR Lee, AD 2010-05-28T09:54:50Z 2009-06
dc.identifier.citation AUSTRALIAN JOURNAL OF MANAGEMENT, 2009, 34 (1), pp. 97 - 121
dc.identifier.issn 0312-8962
dc.identifier.other C1UNSUBMIT en_US
dc.relation.hasversion Accepted manuscript version en_US
dc.title The Value of Alpha Forecasts in Portfolio Construction
dc.type Journal Article
dc.description.version Published
dc.journal.volume 1
dc.journal.volume 34
dc.journal.number 1 en_US
dc.publocation Sydney, Australia en_US
dc.identifier.startpage 97 en_US
dc.identifier.endpage 121 en_US BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1502 Banking, Finance and Investment
dc.personcode 107326
dc.personcode 106914
dc.percentage 100 en_US Banking, Finance and Investment en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US en_US
dc.location.activity en_US
dc.description.keywords PORTFOLIO CONSTRUCTION
dc.description.keywords FUND MIMICKING STRATEGIES
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Open Access 2015-04-15 12:23:47.074767+10
pubs.consider-herdc false
utslib.collection.history General (ID: 2)
utslib.collection.history Finance (ID: 371)

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