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Equity Manager Selection and Performance

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  • Collins, Bruce
  • Fabozzi, Frank

Abstract

This paper introduces a methodology to select money managers and examines their performance over a 12-year period. We assess performance empirically by utilizing a series of well-known statistical procedures applied to other data. 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. Copyright 2000 by Kluwer Academic Publishers

Suggested Citation

  • Collins, Bruce & Fabozzi, Frank, 2000. "Equity Manager Selection and Performance," Review of Quantitative Finance and Accounting, Springer, vol. 15(1), pages 81-97, July.
    • Handle: RePEc:kap:rqfnac:v:15:y:2000:i:1:p:81-97
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    Cited by:

    1. Yao Zheng & Eric Osmer & Liancun Zheng, 2020. "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1449-1486, May.
    2. Murphy, Austin, 2000. "A comparative analysis of the price-process model of mortgage valuation," Review of Financial Economics, Elsevier, vol. 9(2), pages 65-82, December.

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