SHOULD BENCHMARK INDICES HAVE ALPHA? REVISITING PERFORMANCE EVALUATION
| Year of publication: |
2012
|
|---|---|
| Authors: | Cremers, Martijn ; Petajisto, Antti ; Zitzewitz, Eric |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2012, 18050
|