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Look-ahead benchmark bias in portfolio performance evaluation

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Quantitatives Fondsrating : ein persistentes Signal für langfristige Fondsqualität?

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Enhanced performance measurement of mutual funds : running the benchmark index through the hurdles

Costa, Bruce A.; Jakob, Keith - In: Journal of applied finance : theory, practice, education 20 (2010) 1, pp. 95-102

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Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - 2011

evaluation. Concretely, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design … private information. -- Market Timing ; Incentive Fee ; Benchmarking ; Portfolio Constraints …

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Should we give hedge funds clones a chance?

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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?

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Evaluating hedge funds with pooled benchmarks

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Benchmarking superannuation funds based on relative performance

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Measuring fund style, performance and activity : a new style-profiling approach

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