A review of: “Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe” by Noël Amenc, Felix Goltz, and Abraham Lioui (Financial Analysts Journal, June 2011).
Academic Readings Explained
In our series “Academic Readings Explained”, we identify interesting academic papers from the literature, relevant to investing and portfolio construction and create a concise summary of them, so that our users can get the most out of the articles in just a 10' read.Level of sophistication: Intermediate, Advanced.
A review of: "The Value of Liquidity from the Hedge Fund Portfolio Manager’s Perspective" by Martin Gagnon, Pierre Laroche, and Bruno Rémillard - The Journal of Alternative Investments, Spring 2011
A review of “Hedge Fund Portfolio Construction: A Comparison of Static & Dynamic Approaches” by Daniel Giamouridis and Ioannis D. Vrontos - Journal of Banking & Finance 31 (2007) 199–217.