Benchmark Investability is a criterion within benchmark selection that assesses the feasibility and practicality of constructing a portfolio that replicates a given benchmark, distinguished by its focus on transaction costs, liquidity constraints, and availability of constituent assets in the market.
20
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1.6K
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41
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27
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2017–2026
5
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Publications
20
Anna Pavlova, Taisiya Sikorskaya · Review of Financial Studies · 2022 · 130 citations · Full text
Are Benchmark Portfolios Efficient?
Richard C. Grinold · The Journal of Portfolio Management · 1992 · 68 citations
1–5 of 20
Authors
41
- AP
3
h-index
- AM
2
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- TS
2
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- GJ
2
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- MTMatthew T. Moran
Geisinger Commonwealth School of Medicine, United States
1 publications · 32 citations
1
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1–5 of 41
Institutions
27
London Business School
London, United Kingdom
3 h-index
5 publications
321 citations
George Washington University
Washington, United States
2 h-index
2 publications
87 citations
National Bureau of Economic Research
Cambridge, United States
2 h-index
3 publications
1.7K citations
University of Minnesota
Minneapolis, United States
2 h-index
2 publications
87 citations
Centre for Economic Policy Research
London, United Kingdom
2 h-index
3 publications
80 citations
Hanken School of Economics
Helsinki, Finland
1 h-index
2 publications
32 citations
Arizona State University
Tempe, United States
1 h-index
1 publications
33 citations
Copenhagen Business School
Copenhagen, Denmark
1 h-index
1 publications
16 citations
1–8 of 27
Venues
- Financial Analysts Journal
FAJ · 2 publications · 41 citations
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- SSRN Electronic Journal
Repository · 2 publications · 25 citations
2
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- Journal of Economic Dynamics and Control
1 publications · 76 citations
1
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- RePEc: Research Papers in Economics
Repository · 1 publications · 16 citations
1
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- The Faculty Digital Archive (New York University)
Repository · 1 publications · 821 citations
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