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Implied measures of relative fund performance

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Author Info
Steve Hogan ()
Mitch Warachka ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s11408-007-0070-6
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Publisher Info
Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 22 (2008)
Issue (Month): 1 (March)
Pages: 47-66
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:fmktpm:v:22:y:2008:i:1:p:47-66

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Web page: http://www.springerlink.com/link.asp?id=119763

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Relative performance; Fund management; G11;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Brown, Stephen J. & Goetzmann, William N., 1997. "Mutual fund styles," Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March. [Downloadable!] (restricted)
    Other versions:
  2. Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September. [Downloadable!]
  3. Louis K. C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 2002. "On Mutual Fund Investment Styles," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1407-1437.
  4. Stefan Illmer & Wolfgang Marty, 2007. "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 121-134, March. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.