O'Reilly logo

The Investment Assets Handbook: A definitive practical guide to asset classes by Yoram Lustig

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography

Amenc, Noel, Martellini, Lionel, Meyfredi, Jean-Christophe and Ziemann, Volker, ‘Performance of Passive Hedge Fund Replication Strategies’, EDHEC Risk and Asset Management Research Centre (September 2009).

Ang, Andrew, ‘The Four Benchmarks of Sovereign Wealth Funds’, Columbia Business School and NBER (September 2010).

Anson, Mark, ‘The Beta Continuum: From Classic Beta to Bulk Beta’, The Journal of Portfolio Management 34 (2008).

Arnott, Robert, Hsu, Jason and Moor, Philip, ‘Fundamental Indexation’, Financial Analysts Journal 61 (2005).

Asness, Clifford, ‘The Value of Fundamental Indexing’, Institutional Investor 40 (2006).

Baca, Sean, Garbe, Brian and Weiss, Richard, ‘The Rise of Sector Effects in Major Equity Markets’, ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required