Benchmarking Benchmarks: Much Ado About Nothing
Y Plyakha - Available at SSRN 2699809, 2013 - papers.ssrn.com
We compare the performance of a wide variety of benchmarks: traditional, fundamentals-
based and optimization-based. We find that for a set of all stocks of the S&P500 index during …
based and optimization-based. We find that for a set of all stocks of the S&P500 index during …