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Showing 1 - 1 of 1 results for "Petajisto"

Active share, past outperformance can predict returns

KANIKA SOOD  |  MONDAY, 11 MAY 2020
... outperformance can be expected to continue delivering in the future. Active share, which was introduced by Cremers and Petajisto in 2009, is calculated as the percentage difference between a portfolio's holdings and its benchmarks' holdings. Since then ...
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