Trading benchmark choice and transition management performance attribution
GC Cook - The Journal of Investing, 2011 - pm-research.com
This article reviews the roles and importance of trading benchmarks in transition
management, with particular reference to their use in the attribution of implementation …
management, with particular reference to their use in the attribution of implementation …
Comparing Transition Track Records: An Attempt to Create Like-for-Like Comparisons
R Tol - The Journal of Trading, 2017 - pm-research.com
This article discusses the issues one encounters when comparing transition track records.
Different transition benchmarks, different (sub) asset class classifications, fair versus unfair …
Different transition benchmarks, different (sub) asset class classifications, fair versus unfair …