Benchmarking money manager performance : issues and evidence

Academic and practitioner research yields a proliferation of methods using size and value/growth attributes or factors to evaluate portfolio performance. We assess the relative merits of several of the most widely-used procedures, including variants of matched-characteristic benchmark portfolios and...

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Main Authors: Chan, Louis K. C., Dimmock, Stephen G., Lakonishok, Josef
其他作者: Nanyang Business School
格式: Article
語言:English
出版: 2013
主題:
在線閱讀:https://hdl.handle.net/10356/100242
http://hdl.handle.net/10220/17808
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