Open AccessShould Benchmark Indices Have Alpha? Revisiting Performance Evaluation
Author(s) -
Martijn Cremers,
Antti Petäjistö,
Eric Zitzewitz
Publication year - 2012
Language(s) - English
Resource type - Reports
DOI - 10.3386/w18050
Subject(s) - alpha (finance) , benchmark (surveying) , computer science , statistics , mathematics , geography , cartography , cronbach's alpha , descriptive statistics