Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill
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DOI: 10.1016/j.jempfin.2020.12.001
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References listed on IDEAS
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Cited by:
- Inkmann, Joachim, 2024. "Aggregate portfolio choice," Journal of Empirical Finance, Elsevier, vol. 77(C).
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More about this item
Keywords
Mutual funds; Performance evaluation; Benchmarks; Mandates and constraints;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
Statistics
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