Benchmarking benchmarks: Measuring characteristic selectivity using portfolio holdings data

Accounting and Finance

Volumn 48, Issue 5, 2008, Pages 761-781

  Fong, Kingsley ^a   Gallagher, David R ^a   Lee, Adrian D ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Characteristic based benchmarks; Equity fund benchmarking

Indexed keywords

EID: 54849430753     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2008.00263.x     Document Type: Article

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