Benchmarking benchmarks: Measuring characteristic selectivity using portfolio holdings data

Kingsley Fong*, David R. Gallagher, Adrian D. Lee

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Benchmarking benchmarks: Measuring characteristic selectivity using portfolio holdings data'. Together they form a unique fingerprint.

Business & Economics