Look-ahead benchmark bias in portfolio performance evaluation
Gilles Daniel, Didier Sornette, and Peter Woehrmann
| 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 | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Theorie | Theory | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003909602