The board of a large pension fund noticed that the alpha value of the portfolio of one

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The board of a large pension fund noticed that the alpha value of the portfolio of one of its contract managers has recently increased. Should the fund increase the allocation to this portfolio?

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Investment Analysis and Portfolio Management

ISBN: 978-0538482387

10th Edition

Authors: Frank K. Reilly, Keith C. Brown

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Posted Date: Jan 10, 2021 01:54 AM

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The board of a large pension fund noticed that the alpha value of the portfolio of one

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Investment Analysis and Portfolio Management

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