Increasing Implementation Efficiency by Relaxing the Long-Only Constraint in Enhanced Index Portfolios
Margaret Stumpp
The Journal of Investing Winter 2007, 16 (4) 50-59; DOI: https://doi.org/10.3905/joi.2007.698959
Margaret Stumpp
CIO at Quantitative Management Associates in Newark, NJ.
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Increasing Implementation Efficiency by Relaxing the Long-Only Constraint in Enhanced Index Portfolios
Margaret Stumpp
The Journal of Investing Nov 2007, 16 (4) 50-59; DOI: 10.3905/joi.2007.698959