Publikationer
An index to evaluate fund and fund manager performance
Avdelning/ar:
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

