标题: Disadvantages of Benchmarks [打印本页]

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作者: king_kong    时间: 2011-7-11 18:58     标题: Disadvantages of Benchmarks

Among the 7 primary types of benchmarks, can you list

1) the benchmarks which are not investable?
2) the benchmarks which may be ambiguous?

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Absolute
Manager Universe
Broad Market Index
Style Index
Factor Model Based
Returns Based
Custom Security Based
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Disclaimer: this is an open question, I have no answer.

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作者: infinitybenzo    时间: 2011-7-11 18:58

Not Investable:
-Absolute

Ambiguous
- manager universe


these are the only two that kind of stand out, this is a wild ass guess.

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作者: Darien    时间: 2011-7-11 18:58

Not Investable
Absolute
Manager universe
factor-model-based

Ambiguous
Style index

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作者: liangfeng    时间: 2011-7-11 18:58

crap, i forgot about this stuff. Which study session is this a part of?

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作者: dyga    时间: 2011-7-11 18:58

S pecified in advance
A bsolute
M easurable
U nambigous
R epresentative of asset classes
A ppropriate
I nvestable

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作者: cityboy    时间: 2011-7-11 18:58

A reflective, accountable SAMURAI.

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