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. orcid.org/0000-0001-5156-0567
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
1327-2020
Keyword(s) Brokerage
fund-of-funds
market impact
multi-manager
offsetting trades
portfolio emulation
Social Sciences
Business
Management
Business & Economics
G23
BEHAVIOR
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 http://hdl.handle.net/10536/DRO/DU:30129735

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