Common Factors in Active and Passive Portfolios

Edwin J. Elton; Martin J. Gruber; Christopher R. Blake

doi:10.1023/a:1009842017125

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Review of Finance Vol. 3 No. 1 1999

Common Factors in Active and Passive Portfolios

Edwin J. Elton¹; Martin J. Gruber¹; Christopher R. Blake²

¹ New York University · ² Fordham University

open access

Abstract

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake; Common Factors in Active and Passive Portfolios, European Finance Review, Volume 3, Issue 1, 1 Janu

DOI: 10.1023/a:1009842017125
Volume: 3
Issue: 1
Pages: 53-78
Language: en
Sources: bibtex:phds-export.bib openalex crossref

Common Factors in Active and Passive Portfolios

Abstract

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