On statistical surveillance of the performance of fund managers
The aim of this report is to describe if and how statistical surveillance methods for monitoring of the performance of fund managers has been used. Statistical surveillance is a methodology for on-line monitoring, in which a warning signal is given if the performance declines. Since these methods are advanced you can expect the methods to be described in scientific literature. Problems in this area which will not be treated in this report are: 1. Estimation of the performance. 2. Hypothesis testing of if this manager always have a poor performance. 3. Examination of how managers are influenced by being evaluated.
|Date of creation:||27 Nov 2008|
|Contact details of provider:|| Postal: Statistical Research Unit, University of Gothenburg, Box 640, SE 40530 GÖTEBORG|
Web page: http://www.statistics.gu.se/
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.:
- Andersson, Eva & Bock, David & Frisén, Marianne, 2007. "Modeling influenza incidence for the purpose of on-line monitoring," Research Reports 2007:5, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2007. "Robust outbreak surveillance of epidemics in Sweden," Research Reports 2007:12, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
When requesting a correction, please mention this item's handle: RePEc:hhs:gunsru:2008_004. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Linus Schiöler)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.