Performance of active portfolio managers when the benchmark is not observable-Reference-Cited by-同舟云学术

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Performance of active portfolio managers when the benchmark is not observable

Published:2024-10 Issue: Volume:95 Page:103467
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Chavez-Bedoya Luis^ORCID

Publisher

Elsevier BV

Reference53 articles.

1. A test for the weights of the global minimum variance portfolio in an elliptical model;Bodnar;Metrika,2008

2. The sampling error in estimates of mean-variance efficient portfolio weights;Britten-Jones;The Journal of Finance,1999

3. The econometrics of financial markets;Campbell,1997

4. On persistence in mutual fund performance;Carhart;The Journal of Finance,1997

5. On portfolio optimization: Forecasting covariances and choosing the risk model;Chan;The Review of Financial Studies,1999

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