How Active Are Managers in SA
AbstractThis paper seeks to provide a balanced perspective on the role that benchmarks play in the setting of investment policy, the degree to which asset managers deviate from these benchmarks in pursuit of adding value and the degree to which value is added. The findings of this occasional paper are also helpful in understanding the role that a quantitative manager fulfils and the degree to which quantitative and active judgemental asset managers should be viewed as having complimentary skills in the establishment of optimal fund structures and prudent investment policy
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Bibliographic InfoPaper provided by EconWPA in its series Finance with number 0202002.
Length: 5 pages
Date of creation: 13 Feb 2002
Date of revision:
Note: Type of Document - Pdf; prepared on PC; to print on HP; pages: 5; figures: included. How active are managers
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Web page: http://220.127.116.11
Active management Quantitative asset management PeregrineQuant investment Pension Funds;
Find related papers by JEL classification:
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- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
- R38 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Government Policy
This paper has been announced in the following NEP Reports:
- NEP-ALL-2002-03-04 (All new papers)
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- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
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