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An index to evaluate fund and fund manager performance

Författare:
Publiceringsår: 2011
Språk: Engelska
Sidor: 1311-1314
Publikation/Tidskrift/Serie: Applied Economics Letters
Volym: 18
Nummer: 13-15
Dokumenttyp: Artikel
Förlag: Taylor & Francis Group

Sammanfattning

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.

Disputation

Nyckelord

  • Business and Economics

Övrigt

Published
Yes
  • ISSN: 1350-4851

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