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Does portfolio emulation outperform its target funds?

Chen, Zhe; Foster, Frederick; Gallagher, David R; Lee, Adrian D


An emulation fund is designed to reduce trading activity, thereby lowering costs, for a multi-manager fund. It does this by delaying, and potentially combining, trading decisions from each employed fund manager to eliminate offsetting trades (e.g. one man

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Australian Journal of Management
DOI: 10.1177/0312896212455933


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