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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Bibliographic Details
Main Authors: CHUA, Choong Tze, KOH, Winston T. H.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
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
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