An index to evaluate fund and fund manager performance
(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:
https://lup.lub.lu.se/record/2253569
- author
- Byström, Hans LU
- organization
- publishing date
- 2011
- 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}}, }