Active Portfolio Management - How to Beat the Index Funds

11 Pages Posted: 13 Nov 2013

Date Written: May 1975

Abstract

An idealized model of the investment process redefines the respective roles of security analysts and portfolio managers, quantifies such concepts as activity and aggressiveness, and explains how the individual analyst's efforts at forecasting returns translate into improved portfolio performance.

Keywords: Treynor-Black, security analysis, portfolio management

JEL Classification: G10,G11

Suggested Citation

Ferguson, Robert, Active Portfolio Management - How to Beat the Index Funds (May 1975). Financial Analysts Journal, Vol. 31, No. 3, 1975. Available at SSRN: https://ssrn.com/abstract=2353607

Robert Ferguson (Contact Author)

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