Concepedia

Fund Benchmarking

Fund Benchmarking is a methodological framework within mutual fund performance evaluation that establishes a standard of comparison by aligning a fund's returns with those of a designated market index or peer group to assess relative investment success.

320

Publications

36.7K

Citations

514

Authors

361

Institutions

Publications per year

2017–2026

46

Parents

Publications

320

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations

, , +17

Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses

Russ Wermers · The Journal of Finance · 2000 · 1.9K citations

, , +14

Luck versus Skill in the Cross‐Section of Mutual Fund Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 2010 · 1.7K citations

, , +14

How Active Is Your Fund Manager? A New Measure That Predicts Performance

Martijn Cremers, Antti Petäjistö · Review of Financial Studies · 2009 · 1.6K citations

, , +16

Returns from Investing in Equity Mutual Funds 1971 to 1991

Burton G. Malkiel · The Journal of Finance · 1995 · 1.5K citations

, , +14

1–5 of 320

Authors

514

  1. RO
    Rogér Otten

    Maastricht University, Netherlands

    7 publications · 1.6K citations

    7

    h-index

  2. RW
    Russ Wermers

    European Corporate Governance Institute, Belgium

    7 publications · 6.7K citations

    7

    h-index

  3. MC
    Martijn Cremers

    University of Notre Dame, United States

    7 publications · 2.6K citations

    7

    h-index

  4. AP
    Antti Petäjistö

    New York University, United States

    6 publications · 2.6K citations

    6

    h-index

  5. ĽP
    Ľuboš Pástor

    University of Chicago, United States

    6 publications · 1.1K citations

    6

    h-index

1–5 of 514

Institutions

361

  1. National Bureau of Economic Research

    Cambridge, United States

    16 h-index

    24 publications

    3.9K citations

  2. Maastricht University

    Maastricht, The Netherlands

    10 h-index

    12 publications

    2.3K citations

  3. London Business School

    London, United Kingdom

    10 h-index

    12 publications

    948 citations

  4. European Corporate Governance Institute

    Brussels, Belgium

    8 h-index

    8 publications

    514 citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    9 publications

    856 citations

  6. New York University

    New York, United States

    8 h-index

    10 publications

    1.3K citations

  7. University of Chicago

    Chicago, United States

    8 h-index

    8 publications

    895 citations

  8. University of Southern California

    Los Angeles, United States

    7 h-index

    7 publications

    587 citations

1–8 of 361

Venues

  1. SSRN Electronic Journal

    Repository · 57 publications · 2.6K citations

    26

    h-index

  2. The Journal of Finance

    17 publications · 14.2K citations

    17

    h-index

  3. Financial Analysts Journal

    FAJ · 12 publications · 1.2K citations

    12

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 11 publications · 1.2K citations

    11

    h-index

  5. Managerial Finance

    8 publications · 470 citations

    8

    h-index

1–5