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- catalog abstract "We develop a performance evaluation approach in which a fund manager's skill is judged by the extent to which his investment decisions resemble the decisions of managers with distinguished performance records. The proposed performance measures use historical returns and holding of many funds to evaluate the performance of a single fund. Simulations demonstrate that our measures are particularly useful in ranking managers. In an application that relies on such ranking, our measures reveal strong predictability in the returns of U.S. equity funds. Our measures provide information about future fund returns that is not contained in the standard measures.".
- catalog contributor b13136832.
- catalog contributor b13136833.
- catalog contributor b13136834.
- catalog contributor b13136835.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description "Includes bibliographical references.".
- catalog description "We develop a performance evaluation approach in which a fund manager's skill is judged by the extent to which his investment decisions resemble the decisions of managers with distinguished performance records. The proposed performance measures use historical returns and holding of many funds to evaluate the performance of a single fund. Simulations demonstrate that our measures are particularly useful in ranking managers. In an application that relies on such ranking, our measures reveal strong predictability in the returns of U.S. equity funds. Our measures provide information about future fund returns that is not contained in the standard measures.".
- catalog extent "44 p. :".
- catalog isPartOf "Working paper (Harvard Business School. Division of Research) ; 04-023.".
- catalog isPartOf "Working paper / Division of Research, Harvard Business School ; 04-023".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "[Boston] : Division of Research, Harvard Business School,".
- catalog subject "Financial services industry.".
- catalog subject "Investments.".
- catalog subject "Mutual funds.".
- catalog title "Judging fund managers by the company they keep / Randolph Cohen, Joshua Coval, Lobus̆ Pástor.".
- catalog type "text".