Active Share Analysis is a quantitative metric in the field of investment management that measures the degree of differentiation between a portfolio’s holdings and its benchmark index, distinguishing itself from other performance attribution methods by focusing exclusively on portfolio composition differences rather than returns-based style analysis.
22
Publications
3.2K
Citations
47
Authors
47
Institutions
Publications per year
2017–2026
10
Parents
Publications
22
Active Share and Mutual Fund Performance
Antti Petäjistö · Financial Analysts Journal · 2013 · 302 citations
The Shift and Share Analysis of Regional Growth: A Critique
David B. Houston · Southern Economic Journal · 1967 · 154 citations
1–5 of 22
Authors
47
- MC
6
h-index
- AP
4
h-index
- AF
2
h-index
- ŁP
2
h-index
- JF
2
h-index
1–5 of 47
Institutions
47
University of Notre Dame
Notre Dame, United States
4 h-index
4 publications
711 citations
National University of Singapore
Singapore, Singapore
2 h-index
2 publications
65 citations
New York University
New York, United States
2 h-index
2 publications
488 citations
Yale University
New Haven, United States
2 h-index
2 publications
488 citations
BlackRock (United States)
New York, United States
2 h-index
4 publications
442 citations
University of Greenwich
London, United Kingdom
2 h-index
2 publications
78 citations
Bio Signal Group (United States)
Brooklyn, United States
1 h-index
1 publications
409 citations
Columbia University
New York, United States
1 h-index
1 publications
11 citations
1–8 of 47
Venues
- SSRN Electronic Journal
Repository · 6 publications · 590 citations
6
h-index
- Financial Analysts Journal
FAJ · 4 publications · 415 citations
4
h-index
- Southern Economic Journal
1 publications · 154 citations
1
h-index
- Review of Financial Studies
1 publications · 1.6K citations
1
h-index
- The Science of The Total Environment
1 publications · 38 citations
1
h-index
1–5