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Investment / Financial markets / Financial services / Mathematical finance / Investment management / Fama–French three-factor model / Performance attribution / Russell Indexes / Portfolio / Financial economics / Finance / Economics


Benchmarking money manager performance: Issues and evidence Louis K. C. Chan, Stephen G. Dimmock, and Josef Lakonishok∗ August 2006 ∗
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Document Date: 2008-04-07 14:25:59


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City

Champaign / Lyon / East Lansing / /

Company

Standard & Poor / Russell / SEI 8 Investments / Northwestern University Kellogg Hedge Funds / /

Country

United States / /

Currency

USD / /

Facility

National University of Singapore / Hong Kong University of Science / University of Texas Austin / University of Illinois / College of Business / Michigan State University / /

IndustryTerm

corporate finance / /

MarketIndex

Russell / BARRA / /

Organization

Graduate School / Michigan State University / University of Illinois / School of Management / Department of Finance / National University of Singapore / Northwestern University / Hong Kong University of Science and Technology / University of Texas Austin / College of Business / /

Person

Eugene Fama / Josef Lakonishok∗ August / James Owens / Stafford / Eli Broad / Menno Vermeulen / John Diderich / Mitchell / Kent Daniel / Louis K. C. Chan / Stephen G. Dimmock / Jason Karceski / Simon Zhang / Kenneth French / /

Position

portfolio manager / model in Fama / manager performance / manager / median manager / manager in the bottom quartile / active manager / representative / manager rankings / /

ProvinceOrState

Illinois / Michigan / /

SocialTag