Performance measurement of hedge funds managers
This article summarizes criteria used to identify investment talent in (especially hedge fund) managers and stresses the importance of identifying criteria that are not primarily soft but whose validity can be back tested.
Volume (Year): 11 (2008)
Issue (Month): 2 (December)
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- Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August. Full references (including those not matched with items on IDEAS)
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