Portfolio Return Relative to a Benchmark
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-09-04 (All new papers)
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