Active Management Benchmarks is a methodological framework within the domain of performance evaluation that specifically enables the systematic comparison of actively managed investment portfolios against custom or optimized benchmarks designed to reflect the manager’s investment strategy, risk exposures, and market opportunities rather than passive market indices.
70
Publications
6.1K
Citations
126
Authors
110
Institutions
Publications per year
2017–2026
7
Parents
Publications
70
Scale and skill in active management
Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor · Journal of Financial Economics · 2014 · 557 citations
The Arithmetic of Active Management
William F. Sharpe · Financial Analysts Journal · 1991 · 480 citations
1–5 of 70
Authors
126
- RF
7
h-index
- ĽP
7
h-index
- LA
3
h-index
- MB
3
h-index
- ST
3
h-index
1–5 of 126
Institutions
110
University of Pennsylvania
Philadelphia, United States
6 h-index
10 publications
1.4K citations
University of Chicago
Chicago, United States
6 h-index
6 publications
714 citations
National Bureau of Economic Research
Cambridge, United States
6 h-index
9 publications
697 citations
SV Health Investors (United States)
Boston, United States
4 h-index
5 publications
595 citations
Centre for Economic Policy Research
London, United Kingdom
3 h-index
3 publications
615 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
2 h-index
2 publications
101 citations
New York University
New York, United States
2 h-index
2 publications
138 citations
Flower Hospital
Sylvania, United States
2 h-index
2 publications
1.1K citations
1–8 of 110
Venues
- SSRN Electronic Journal
Repository · 17 publications · 498 citations
14
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- Financial Analysts Journal
FAJ · 10 publications · 2.1K citations
10
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- The Journal of Portfolio Management
JPM · 7 publications · 596 citations
7
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- Journal of Banking & Finance
3 publications · 162 citations
3
h-index
- The Journal of Investing
3 publications · 34 citations
3
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1–5