Fund Managers May Cause Their Benchmarks to Be Priced 'Risks'-Reference-Cited by-同舟云学术

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Fund Managers May Cause Their Benchmarks to Be Priced 'Risks'

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Stutzer Michael J.

Publisher

Elsevier BV

Reference32 articles.

1. Are Manager Universes Acceptable Performance Benchmarks?;J Bailey;Journal of Portfolio Management,1992

2. Gaming Manager Benchmarks?;J Bailey;Journal of Portfolio Management,1993

3. Benchmark Orthogonality Properties;J Bailey;Journal of Portfolio Management,1995

4. Agency and Asset Pricing;M Brennan;Finance Working Paper,1993

5. Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry;K C Brown;Journal of Finance,1996

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Portfolio Strategies to Track and Outperform a Benchmark;Journal of Risk and Financial Management;2020-08-01

2. REIT performance and market timing ability;Managerial Finance;2012-02-17

3. Optimal Decentralized Investment Management;The Journal of Finance;2008-07-19

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