Strategy Note /
Global

Mirror, Mirror on the Wall, which is the Fairest Benchmark of them All?

    FactorResearch
    6 September 2022
    Published byFactorResearch
    1. Evaluating manager performance is difficult as it requires an appropriate benchmark
    2. The manager’s benchmark selection is often not objective given conflicts of interests
    3. Factor exposure analysis can be used to systematically identify the best benchmark