Читать книгу Asset Allocation - William Kinlaw, Mark P. Kritzman - Страница 75

1 1. See Brinson, Hood, and Beebower (1986).

2 2. This argument first appeared as a letter to the editor in the Financial Analysts Journal in July/August 2006. Gary Brinson and Randolph Hood responded to this critique in the same issue. See Kritzman (2006) and Brinson and Hood (2006).

3 3. We have yet to meet a manager who claims to be lucky nor one who claims to be unskillful.

4 4. See Ibbotson and Kaplan (2000).

5 5. See Kritzman and Page (2002).

6 6. See Samuelson (1998).