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Record W7117156801 · doi:10.3905/jpm.2025.1.803

Delegating Benchmarks: Aligning Incentives for Better Total Fund Performance

2025· article· en· W7117156801 on OpenAlex
Redouane Elkamhi, Jacky S. H. Lee

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueThe Journal of Portfolio Management · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsCARE Canada
Fundersnot available
KeywordsBenchmarkingAccountabilityBenchmark (surveying)IncentiveDelegationCorporate governanceFund administrationManager of managers fundInvestment fund

Abstract

fetched live from OpenAlex

Benchmarks are essential to institutional investing, but their dual role—as both strategic references and measures of execution—can create structural tensions. When applied at the asset-class level, benchmarks may inadvertently encourage behaviors such as index tracking, beta tilts, or localized outperformance that do not always align with total fund objectives. This article explores an alternative governance model in which the board anchors the total fund benchmark, while the investment executive (IE)—the CEO, CIO, and their team—designs mandate-level benchmarks. A stylized, game-theoretic model shows that delegation reduces benchmark gaming, supports the generation of uncorrelated alpha, and enables more efficient capital allocation. The expected outcome is stronger risk-adjusted returns, more diversified sources of alpha, and improved retention of top investment talent. With appropriate guardrails and oversight, delegated benchmarking restores benchmarks to their intended role: providing clear accountability for execution in service of long-term total fund success.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.719
Threshold uncertainty score0.382

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.235
Teacher spread0.212 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it