An index to evaluate fund and fund manager performance
Publikation/Tidskrift/Serie: Applied Economics Letters
Förlag: Taylor & Francis Group
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.
- Business and Economics
- ISSN: 1350-4851