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An index to evaluate fund and fund manager performance

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  • Hans Bystrom

Abstract

I propose a new index, the b-index, to measure the performance of funds and fund managers. A fund or fund manager has a b-index equal to b if b is the highest number for which it holds that the fund/fund manager has returned more than b% at least b years throughout the history of the fund/fund manager.

Suggested Citation

  • Hans Bystrom, 2011. "An index to evaluate fund and fund manager performance," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1311-1314.
    • Handle: RePEc:taf:apeclt:v:18:y:2011:i:14:p:1311-1314
    DOI: 10.1080/13504851.2010.535779
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    References listed on IDEAS

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    1. Leo Egghe, 2006. "Theory and practise of the g-index," Scientometrics, Springer;Akadémiai Kiadó, vol. 69(1), pages 131-152, October.
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