An index to evaluate fund and fund manager performance
Författare
Summary, in English
I propose a new index, the b-index, to measure the performance of funds and fund managers. A fund or fund manager has a b-index equal to b if b is the highest number for which it holds that the fund/fund manager has returned more than b% at least b years throughout the history of the fund/fund manager.
Avdelning/ar
Publiceringsår
2011
Språk
Engelska
Sidor
1311-1314
Publikation/Tidskrift/Serie
Applied Economics Letters
Volym
18
Issue
13-15
Dokumenttyp
Artikel i tidskrift
Förlag
Routledge
Ämne
- Economics
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1466-4291