Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data

Fong, Kingsley, Gallagher, David R and Lee, Adrian D 2008, Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data, Accounting and finance, vol. 48, no. 5, pp. 761-781, doi: 10.1111/j.1467-629X.2008.00263.x.

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Title Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
Author(s) Fong, Kingsley
Gallagher, David R
Lee, Adrian DORCID iD for Lee, Adrian D orcid.org/0000-0001-5984-8688
Journal name Accounting and finance
Volume number 48
Issue number 5
Start page 761
End page 781
Total pages 21
Publisher John Wiley & Sons
Place of publication Chichester, Eng.
Publication date 2008-12
ISSN 0810-5391
1467-629X
Keyword(s) equity fund benchmarking
characteristics-based benchmarks
social sciences
business, finance
business & economics
characteristic-based benchmarks
Language eng
DOI 10.1111/j.1467-629X.2008.00263.x
Indigenous content off
Field of Research 1501 Accounting, Auditing and Accountability
1502 Banking, Finance and Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30129732

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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