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Volumn 29, Issue 2, 2003, Pages

Strategy benchmarks

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0037413209     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319872     Document Type: Article
Times cited : (6)

References (15)
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    • Agache, K.1
  • 2
    • 0013389328 scopus 로고    scopus 로고
    • Chasing performance through style drift
    • Summer
    • Arrington, George R. "Chasing Performance Through Style Drift." The Journal of Investing, Summer 2000, pp. 13-17.
    • (2000) The Journal of Investing , pp. 13-17
    • Arrington, G.R.1
  • 3
    • 0001839677 scopus 로고
    • Are manager universes acceptable performance benchmarks?
    • Spring
    • Bailey, Jeffery V. "Are Manager Universes Acceptable Performance Benchmarks?" The Journal of Portfolio Management, Spring 1992, pp. 9-13.
    • (1992) The Journal of Portfolio Management , pp. 9-13
    • Bailey, J.V.1
  • 4
    • 0013345351 scopus 로고
    • Benchmark portfolios and the manager/plan sponsor relationship
    • Frank J. Fabozzi and T. Dessa Fabozzi, eds. New York: Hamper Collins
    • Bailey, Jeffery V., Thomas M. Richards, and David E. Tierney. "Benchmark Portfolios and the Manager/Plan Sponsor Relationship." In Frank J. Fabozzi and T. Dessa Fabozzi, eds., Current Topics in Investment Management. New York: Hamper Collins, 1990, pp. 34-9-363.
    • (1990) Current Topics in Investment Management , pp. 349-363
    • Bailey, J.V.1    Richards, T.M.2    Tierney, D.E.3
  • 5
    • 0013389880 scopus 로고    scopus 로고
    • Compared to what? A debate on picking benchmarks
    • Winter
    • Belden, Susan, and M. Barton Waring. "Compared to What? A Debate on Picking Benchmarks." The Journal of Investing, Winter 2001, pp. 66-72.
    • (2001) The Journal of Investing , pp. 66-72
    • Belden, S.1    Barton Waring, M.2
  • 7
  • 8
    • 0013393695 scopus 로고
    • Evaluating portfolio performance
    • John L. Maginn and Donald L. Tuttle, eds. Charlottesville, VA: Warren, Gorham & Lamont
    • Dietz, Peter O., and Jeannette R. Kirschman. "Evaluating Portfolio Performance." In John L. Maginn and Donald L. Tuttle, eds., Managing Investment Portfolios. Charlottesville, VA: Warren, Gorham & Lamont, 1990, pp. 14.1-14.58.
    • (1990) Managing Investment Portfolios , pp. 141-1458
    • Dietz, P.O.1    Kirschman, J.R.2
  • 9
    • 0013389330 scopus 로고
    • Normal portfolios: Issues for sponsors, managers and consultants
    • March/April
    • Divecha, Arjun, and Richard C. Grinold. "Normal Portfolios: Issues for Sponsors, Managers and Consultants." Financial Analysts Journal, March/April 1989, pp. 7-13.
    • (1989) Financial Analysts Journal , pp. 7-13
    • Divecha, A.1    Grinold, R.C.2
  • 10
    • 0003142926 scopus 로고    scopus 로고
    • The information ratio
    • July/August
    • Goodwin, Thomas H. "The Information Ratio." Financial Analysts Journal, July/August 1998, pp. 34-43.
    • (1998) Financial Analysts Journal , pp. 34-43
    • Goodwin, T.H.1
  • 12
    • 0013440135 scopus 로고
    • How to build a normal portfolio in three easy steps
    • Summer
    • Kritzman, Mark. "How to Build a Normal Portfolio in Three Easy Steps." The Journal of Portfolio Management, Summer 1987, pp. 21-23.
    • (1987) The Journal of Portfolio Management , pp. 21-23
    • Kritzman, M.1
  • 13
    • 0013448042 scopus 로고
    • The portfolio management process and its dynamics
    • John L. Maginn and Donald L. Tuttle, eds. Charlottesville, VA: Warren, Gorham & Lamont
    • Maginn, John L., and Donald L. Tuttle. "The Portfolio Management Process and Its Dynamics." In John L. Maginn and Donald L. Tuttle, eds., Managing Investment Portfolios. Charlottesville, VA: Warren, Gorham & Lamont, 1990, pp. 1.1-1.11.
    • (1990) Managing Investment Portfolios , pp. 11-111
    • Maginn, J.L.1    Tuttle, D.L.2
  • 14
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    • Separating the Impact of portfolio management decisions
    • Fall
    • Ryan, Timothy P. "Separating the Impact of Portfolio Management Decisions." Journal of Performance Measurement, Fall 2001, pp. 29-40.
    • (2001) Journal of Performance Measurement , pp. 29-40
    • Ryan, T.P.1
  • 15
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    • Process attribution-measuring the performance of the investment process
    • Winter
    • Smith, Paul. "Process Attribution-Measuring the Performance of the Investment Process." Journal of Performance Measurement, Winter 2001/2002, pp. 21-28.
    • (2001) Journal of Performance Measurement , pp. 21-28
    • Smith, P.1


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