Measuring Investment Skills of Fund Managers
This article concerns the measurement of the investment skills of fund managers. A method is proposed that allows for a measurement and comparison of fund managers’ performance across time and asset portfolios. The measure, the ‘Excess Sharpe Ratio’ (ESR) involves the construction of an approp...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1072 https://doi.org/10.1080/09603100500447586 |
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| Institution: | Singapore Management University |
| Language: | English |