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An index to evaluate fund and fund manager performance

På svenska

Author

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.

Publishing year

2011

Language

English

Pages

1311-1314

Publication/Series

Applied Economics Letters

Volume

18

Issue

13-15

Document type

Journal article

Publisher

Routledge

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 1466-4291