Benchmarking Money Manager Performance: Issues and Evidence
收藏NBER2006-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12461
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资源简介：
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
提供机构：
美国国家经济研究局
创建时间：
2006-08-01
