Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds
收藏NBER2002-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8790
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资源简介：
This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning information avoids biases in weight-based measures as discussed by Grinblatt and Titman (1993).
提供机构：
美国国家经济研究局
创建时间：
2002-02-01
