A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies

Takao Kobayashi and Seiji Minami
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Takao Kobayashi: Faculty of Economics, University of Tokyo
Seiji Minami: Resona Trust & Banking Co., Ltd.

No CARF-J-051, CARF J-Series from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Pages: 43 pages
Date: 2008-06
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Persistent link: https://EconPapers.repec.org/RePEc:cfi:jseres:cj051

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