Look-ahead benchmark bias in portfolio performance evaluation
Year of publication: |
2009
|
---|---|
Authors: | Daniel, Gilles ; Sornette, Didier ; Wöhrmann, Peter |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 1, p. 121-130
|
Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Systematischer Fehler | Bias | CAPM | Kapitaleinkommen | Capital income |
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