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Portfolio strategies and performance

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Author Info

  • Bloomfield, Ted
  • Leftwich, Richard
  • Long, John Jr.
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-45KNKK3-G/2/6c9d47159dfadd83fb8f39205f38d07b
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 5 (1977)
    Issue (Month): 2 (November)
    Pages: 201-218

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    Handle: RePEc:eee:jfinec:v:5:y:1977:i:2:p:201-218

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    Web page: http://www.elsevier.com/locate/inca/505576

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    Cited by:
    1. Ravi Jagannathan & Tongshu Ma, 2002. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers 8922, National Bureau of Economic Research, Inc.
    2. Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 53(3), pages 439-466, September.
    3. Allen, D. & Lizieri, C. & Satchell, S., 2012. "Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)," Cambridge Working Papers in Economics 1244, Faculty of Economics, University of Cambridge.

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