Advanced

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
2011-12-20 12:50:56
date last changed
2017-01-01 04:17:35
@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},
  volume       = {18},
  year         = {2011},
}