Aurora Borealis
1 August 2003 Research Foundation

Benchmarks and Investment Management

  1. Laurence B. Siegel
Benchmarks and Investment Management View the full book (PDF)

To highly skilled managers, benchmarks are confining, but to managers without the ability to consistently add alpha and to investors, benchmarks are a boon. In this Research Foundation monograph, the author explores many issues surrounding investment benchmarks and benchmarking and outlines a compromise that might ease the natural tension between active managers who believe they have real skill and bristle at the need to be measured by benchmarks and investors who want a benchmark so they can measure performance.

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