Look-ahead benchmark bias in portfolio performance evaluation

Journal of Portfolio Management

Volumn 36, Issue 1, 2009, Pages

  Daniel, Gilles ^a   Sornette, Didier ^b   Woehrmann, Peter ^c  

^a UBS Investment Bank ^*  (Switzerland)

^b ETH ZURICH   (Switzerland)

^c Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70450255278     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/JPM.2009.36.1.121     Document Type: Article

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