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Author: | Collins, B. Fabozzi, F. |
Title: | Equity manager selection and performance |
Journal: | Review of Quantitative Finance and Accounting
2000 : JUL, VOL. 15:1, p. 81-97 |
Index terms: | Managers Job performance Selection of personnel Quantitative techniques Models |
Freeterms: | Alpha |
Language: | eng |
Abstract: | There have been numerous studies assessing and evaluating the performance of mutual fund managers. The general conclusion of most of these studies over the last 30 years is that managers exhibit some skill at security selection, or have little or no market timimg ability. There is a shortage of studies that address the investment performance of pensions fund managers. The value of this study is in the uniqueness of the data and the fact that it is the first study to use the performance of a set of pension fund money managers selected on the basis of a specific selection criteria. |
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