Concepedia

Benchmark Index Design

Benchmark Index Design is a scholarly contribution that constitutes a systematic framework or methodology for constructing, selecting, or structuring benchmark indices to evaluate academic models, distinguished by its focus on the principles, criteria, and architectural decisions governing index formulation within empirical research.

39

Publications

2.9K

Citations

82

Authors

77

Institutions

Publications per year

2017–2026

4

Parents

Publications

39

Hedging Climate Risk

Mats Andersson, Patrick Bolton, Frédéric Samama · Financial Analysts Journal · 2016 · 420 citations

, , +17

Performance evaluation and self-designated benchmark indexes in the mutual fund industry

Berk A. Sensoy · Journal of Financial Economics · 2009 · 337 citations

, , +16

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

Martijn Cremers · Critical Finance Review · 2013 · 260 citations

, , +17

hg-index: a new index to characterize the scientific output of researchers based on the h- and g-indices

Sergio Alonso, Francisco Javier Cabrerizo, Enrique Herrera‐Viedma et al. · Scientometrics · 2009 · 228 citations

, , +11

Herding in the German Mutual Fund Industry

Andreas Walter, Friedrich Moritz Weber · European Financial Management · 2006 · 179 citations

, , +15

1–5 of 39

Authors

82

  1. MC
    Martijn Cremers

    University of Notre Dame, United States

    5 publications · 611 citations

    5

    h-index

  2. DJ
    Douglas J. Cumming

    Florida Atlantic University, United States

    2 publications · 44 citations

    2

    h-index

  3. BA
    Berk A. Sensoy

    Vanderbilt University, United States

    2 publications · 456 citations

    2

    h-index

  4. MA
    Miguel A. Ferreira

    European Corporate Governance Institute, Belgium

    2 publications · 105 citations

    2

    h-index

  5. PM
    Pedro Matos

    University of Virginia, United States

    2 publications · 105 citations

    2

    h-index

1–5 of 82

Institutions

77

  1. University of Notre Dame

    Notre Dame, United States

    4 h-index

    4 publications

    506 citations

  2. European Corporate Governance Institute

    Brussels, Belgium

    3 h-index

    8 publications

    507 citations

  3. New York University

    New York, United States

    2 h-index

    4 publications

    456 citations

  4. The University of Texas at Austin

    Austin, United States

    2 h-index

    2 publications

    105 citations

  5. University of Virginia

    Charlottesville, United States

    2 h-index

    2 publications

    105 citations

  6. Dartmouth College

    Hanover, United States

    2 h-index

    4 publications

    456 citations

  7. Yale University

    New Haven, United States

    2 h-index

    4 publications

    456 citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    2 h-index

    2 publications

    105 citations

1–8 of 77

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 395 citations

    6

    h-index

  2. The Journal of Portfolio Management

    JPM · 3 publications · 130 citations

    3

    h-index

  3. Scientometrics

    3 publications · 271 citations

    3

    h-index

  4. Quantitative Finance

    2 publications · 57 citations

    2

    h-index

  5. Scientific Reports

    1 publications · 129 citations

    1

    h-index

1–5