Benchmark Discrepancies and Mutual Fund Performance Evaluation
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DOI: 10.1017/s0022109021000119
Abstract: Abstract We introduce a new holdings-based procedure to identify whether a mutual fund has a benchmark discrepancy, which we define as a benchmark other than the prospectus benchmark best matching a fund’s investment strategy. We… read more here.
Keywords: fund performance; benchmark; mutual fund; benchmark discrepancies ... See more keywords