Investment performance: measurement versus calculation
I recently had a frustrating -- for both parties -- [...]
How to add a benchmark to a variance matrix
There is a good way and a bad way to [...]
Low volatility investing and benchmarks
The focus on tracking error rules out a low volatility [...]
Some new ideas in financial mathematics
Financial mathematicians have built an increasingly elaborate structure around the [...]
The benchmark gambit
What do we lose when we use a benchmark? Simple [...]
Benchmarking low-volatilty strategies
Low volatility investing and performance measurement -- my favorite topic [...]
What is a good benchmark?
One suggestion is that benchmarks should be: transparent & unambiguous [...]