共 10 条
- [1] Increasing Implementation Efficiency by Relaxing the Long-Only Constraint in Enhanced Index Portfolios JOURNAL OF INVESTING, 2007, 16 (04): : 50 - 59
- [2] Relaxing the Long Only Constraint in U.S. Equity Strategies JOURNAL OF INVESTING, 2006, 15 (03): : 79 - 89
- [3] Does Relaxing the Long-Only Constraint Increase the Downside Risk of Portfolio Alphas? JOURNAL OF INVESTING, 2007, 16 (01): : 43 - 50
- [4] Toward more information-efficient portfolios - Relaxing the long-only constraint. JOURNAL OF PORTFOLIO MANAGEMENT, 2004, 31 (01): : 54 - +
- [5] Using Social Responsibility Ratings to Outperform the Market: Evidence from Long-Only and Active-Extension Investment Strategies JOURNAL OF INVESTING, 2014, 23 (01): : 79 - 96
- [6] Determinants of return rates of Russian equity and bond mutual funds: Active investment strategies and commissions VOPROSY EKONOMIKI, 2020, (09): : 40 - 60
- [7] Enhanced active equity portfolios are trim equitized long-short portfolios JOURNAL OF PORTFOLIO MANAGEMENT, 2007, 33 (04): : 19 - 25
- [8] Portfolio selection with active strategies: how long only constraints shape convictions Journal of Asset Management, 2021, 22 : 443 - 463
- [10] Enhanced active equity portfolios are trim equitized long-short portfolios (vol 34, pg 22, 2007) JOURNAL OF PORTFOLIO MANAGEMENT, 2008, 34 (02): : 10 - 10