Concepedia

Passive Security Selection

Passive Security Selection is a security selection strategy that belongs to the class of investment approaches relying on predetermined, rule-based criteria to systematically choose securities without active market timing or discretionary stock-picking, thereby differing from active methods by its emphasis on market neutrality, low turnover, and adherence to a fixed allocation framework.

9

Publications

1.4K

Citations

16

Authors

18

Institutions

Publications per year

2017–2026

1

Parents

Publications

9

Determinants of Portfolio Performance

Gary P. Brinson, L. Randolph Hood, Gilbert L. Beebower · Financial Analysts Journal · 1986 · 1K citations

, , +16

Determinants of Portfolio Performance

Gary P. Brinson, L. Randolph Hood, Gilbert L. Beebower · Financial Analysts Journal · 1995 · 104 citations

, , +16

Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity

Aleksandar Andonov, Rob Bauer, Martijn Cremers · SSRN Electronic Journal · 2012 · 71 citations · Full text

, , +17

Of Passive and Active Equity Portfolios in the Presence of Taxes

David M. Stein, Premkumar Narasimhan · ˜The œjournal of wealth management · 1999 · 59 citations

, , +17

AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE

Eric C. Chang, Wilbur G. Lewellen · The Journal of Financial Research · 1985 · 42 citations

, , +17

1–5 of 9

Authors

16

  1. RB
    Rob Bauer

    Maastricht University, Netherlands

    2 publications · 112 citations

    2

    h-index

  2. GP
    Gary P. Brinson

    Chongqing Construction Engineering Investment Holding (China), China

    2 publications · 1.1K citations

    2

    h-index

  3. LR
    L. Randolph Hood

    Health First, United States

    2 publications · 1.1K citations

    2

    h-index

  4. MC
    Martijn Cremers

    University of Notre Dame, United States

    2 publications · 112 citations

    2

    h-index

  5. GL
    Gilbert L. Beebower

    Flower Hospital, United States

    2 publications · 1.1K citations

    2

    h-index

1–5 of 16

Institutions

18

  1. European Corporate Governance Institute

    Brussels, Belgium

    2 h-index

    2 publications

    112 citations

  2. Health First

    Rockledge, United States

    2 h-index

    2 publications

    1.1K citations

  3. European Centre for Community Education

    Koblenz, Germany

    2 h-index

    2 publications

    112 citations

  4. Maastricht University

    Maastricht, The Netherlands

    2 h-index

    2 publications

    112 citations

  5. Flower Hospital

    Sylvania, United States

    2 h-index

    2 publications

    1.1K citations

  6. University of Notre Dame

    Notre Dame, United States

    2 h-index

    2 publications

    112 citations

  7. Chongqing Construction Engineering Investment Holding (China)

    Chongqing, China

    2 h-index

    2 publications

    1.1K citations

  8. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    2 publications

    112 citations

1–8 of 18

Venues

  1. Financial Analysts Journal

    FAJ · 2 publications · 1.1K citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 112 citations

    2

    h-index

  3. The Journal of Business

    JB · 1 publications · 40 citations

    1

    h-index

  4. ˜The œjournal of wealth management

    1 publications · 59 citations

    1

    h-index

  5. Management Science

    1 publications · 21 citations

    1

    h-index

1–5