Equity Manager Selection and Performance

Bruce Collins and Frank Fabozzi ()

Review of Quantitative Finance and Accounting, 2000, vol. 15, issue 1, 97 pages

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

Date: 2000
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