Time aspects of a fund manager appraisal

Evgeny A. Ivin, Alexey Kurbatskiy and Alexandr V. Slovesnov

International Journal of Computational Economics and Econometrics, 2014, vol. 4, issue 1/2, 96-111

Abstract: We compare yields of the leading Russian managed funds with the MICEX index using different approaches to estimate the evaluation period of a fund manager. It is shown that in some special models the MICEX index can not be considered as a benchmark to compare different funds, and at the end of the paper such universal index is suggested. We also provide a special VBA program for its implementation.

Keywords: Russian equity markets; evaluation period; weighted index; time; fund managers; appraisal; Russia; modelling. (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.inderscience.com/link.php?id=60293 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijcome:v:4:y:2014:i:1/2:p:96-111

Access Statistics for this article

More articles in International Journal of Computational Economics and Econometrics from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().