This is a PDF-only article. The first page of the PDF of this article appears above.
Don’t have access? Register today to begin unrestricted access to our database of research.
Log in using your username and password
In this issue
The fundamental law of active management
Jump to section
Similar Articles
Cited By...
- Another Look at Private Real Estate Returns by Strategy
- Evaluating Opportunities in Active Management
- Do "Good Guys" Finish Last? The Relationship between Morningstar Sustainability Ratings and Mutual Fund Performance
- Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing
- Comparing Strategy Risk Models on the Taiwanese Stock Market
- Practical Applications of Timing versus Sizing Skill in the Investment Process
- Capacity Analysis for Equity Funds
- Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
- The Impact of Market Conditions on Active Equity Management
- Timing versus Sizing Skill in the Investment Process
- The Impact of Market Conditions on Bond Fund Managers
- Economic Relevance of Concentration for Emerging Markets Funds Performance
- OutDex™ to Outperform an Index: Incorporating the Best of Active and Passive Investment Strategies
- A Risk-Oriented Model for Factor Timing Decisions
- No Fear of Commitment: The Role of High-Conviction * Active Management
- On the Expected Performance of Market * Timing Strategies
- The Limits of Expanding Breadth: The Trade-Offs between Diversification and Forecasting Ability
- Fundamentally Weighted Global Small Companies
- The Volume Clock: Insights into the * High-Frequency Paradigm
- Risk On/Risk Off
- The Death of Diversification Has Been Greatly * Exaggerated
- The Norway Model
- Breadth, Skill, and Time
- 130/30: By How Much Will the Information Ratio * Improve?
- The Empirical Law of Active Management: Perspectives on the Declining Skill of U.S. Fund Managers
- Invited Editorial Comment: Quantitative Equity Investing: Out of Style?
- On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally Optimal