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An index to evaluate fund and fund manager performance

Byström, Hans LU (2011) In Applied Economics Letters 18(13-15). p.1311-1314
Abstract
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.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Applied Economics Letters
volume
18
issue
13-15
pages
1311 - 1314
publisher
Routledge
external identifiers
  • wos:000296262900021
  • scopus:79961071410
ISSN
1466-4291
DOI
10.1080/13504851.2010.535779
language
English
LU publication?
yes
id
b5e87e83-8a2d-4dbb-a479-08a91845394f (old id 2253569)
date added to LUP
2016-04-01 11:15:21
date last changed
2022-01-26 06:35:34
@article{b5e87e83-8a2d-4dbb-a479-08a91845394f,
  abstract     = {{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.}},
  author       = {{Byström, Hans}},
  issn         = {{1466-4291}},
  language     = {{eng}},
  number       = {{13-15}},
  pages        = {{1311--1314}},
  publisher    = {{Routledge}},
  series       = {{Applied Economics Letters}},
  title        = {{An index to evaluate fund and fund manager performance}},
  url          = {{http://dx.doi.org/10.1080/13504851.2010.535779}},
  doi          = {{10.1080/13504851.2010.535779}},
  volume       = {{18}},
  year         = {{2011}},
}