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Andrew, Clare ; Andrew, Mason ; Sam, Agyei-Ampomah ; Stephen, Thomas ; Sam, Agyei-Ampomah. (2015) On luck versus skill when performance benchmarks are style-consistent.
In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:127-145.

Full description at Econpapers

cites:

Christopherson, J.A. ; Carino, D.R. ; Ferson, W.E. Portfolio Performance Measurement and Benchmarking. 2009 McGraw Hill:

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