Browsing Robert J. Trulaske, Sr. College of Business (MU) by Title "Two essays in analyzing delegated portfolio management relationships through relative portfolio measures"
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Two essays in analyzing delegated portfolio management relationships through relative portfolio measures
(University of Missouri--Columbia, 2014)In my first essay, I demonstrate how the Cremers and Petajisto (2009) Active Share measure can be re-parameterized into the standard portfolio parameters we typically see in other portfolio management studies, namely betas ...