Does portfolio emulation outperform its target funds?

Chen, Zhe, Foster, F. Douglas, Gallagher, David R. and Lee, Adrian D. 2013, Does portfolio emulation outperform its target funds?, Australian Journal of Management, vol. 38, no. 2, pp. 401-427, doi: 10.1177/0312896212455933.

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Title Does portfolio emulation outperform its target funds?
Author(s) Chen, Zhe
Foster, F. Douglas
Gallagher, David R.
Lee, Adrian D.ORCID iD for Lee, Adrian D.
Journal name Australian Journal of Management
Volume number 38
Issue number 2
Start page 401
End page 427
Total pages 27
Publisher Sage
Place of publication London, Eng.
Publication date 2013-08-01
ISSN 0312-8962
Keyword(s) Brokerage
market impact
offsetting trades
portfolio emulation
Social Sciences
Business & Economics
Language eng
DOI 10.1177/0312896212455933
Indigenous content off
Field of Research 15 Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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