The value of alpha forecasts in portfolio construction

Fong, Kingsley, Gallagher, David R and Lee, Adrian D 2009, The value of alpha forecasts in portfolio construction, Australian journal of management, vol. 34, no. 1, pp. 97-121, doi: 10.1177/031289620903400106.

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Title The value of alpha forecasts in portfolio construction
Author(s) Fong, Kingsley
Gallagher, David R
Lee, Adrian DORCID iD for Lee, Adrian D
Journal name Australian journal of management
Volume number 34
Issue number 1
Start page 97
End page 121
Total pages 25
Publisher SAGE Publications
Place of publication London, Eng.
Publication date 2009-06
ISSN 0312-8962
Keyword(s) portfolio construction
fund mimicking strategies
social sciences
business & economics
Language eng
DOI 10.1177/031289620903400106
Indigenous content off
Field of Research 15 Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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