Benchmark-based evaluation of portfolio performance: a characterization
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More about this item
KeywordsPortfolio performance; Compound annual growth rate; Benchmarking; Index number theory; Portfolio choice under uncertainty;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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