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The Journal of Portfolio Management

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Great Investors: Their Methods, Results,
and Evaluation

Olivier Gergaud and William T. Ziemba
The Journal of Portfolio Management Summer 2012, 38 (4) 128-147; DOI: https://doi.org/10.3905/jpm.2012.38.4.128
Olivier Gergaud
is a professor at the Bordeaux Management School and the University of Reims, France.
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  • For correspondence: olivier.gergaud@bem.edu
William T. Ziemba
is the alumni professor of financial modeling and stochastic optimization (emeritus) at the University of British Columbia in Vancouver, BC, Canada, and a professor at the ICMA Centre at the University of Reading in Reading, England. .
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  • For correspondence: wtzimi@mac.com
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The Journal of Portfolio Management: 38 (4)
The Journal of Portfolio Management
Vol. 38, Issue 4
Summer 2012
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Great Investors: Their Methods, Results,
and Evaluation
Olivier Gergaud, William T. Ziemba
The Journal of Portfolio Management Jul 2012, 38 (4) 128-147; DOI: 10.3905/jpm.2012.38.4.128

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Great Investors: Their Methods, Results,
and Evaluation
Olivier Gergaud, William T. Ziemba
The Journal of Portfolio Management Jul 2012, 38 (4) 128-147; DOI: 10.3905/jpm.2012.38.4.128
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  • Article
    • Abstract
    • SOME WEALTH PATHS OF OUTSTANDING INVESTORS AND THEIR EVALUATION
    • THE DOWNSIDE SYMMETRIC SHARPE RATIO
    • RENAISSANCE MEDALLION: ARGUABLY THE GREATEST HEDGE FUND
    • OUTSTANDING FUNDS IN THE UMASS DHF UNIVERSE
    • FINAL REMARKS
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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