S-WoPEc
 
Scandinavian Working Papers in Economics
HomeAboutSeriesSubject/JEL codesAdvanced Search
Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg Resarch Reports

No 2008:4:
On statistical surveillance of the performance of fund managers

Linus Schi÷ler () and Marianne FrisÚn ()

Abstract: The aim of this report is to describe if and how statistical surveillance methods for monitoring of the performance of fund managers has been used. Statistical surveillance is a methodology for on-line monitoring, in which a warning signal is given if the performance declines. Since these methods are advanced you can expect the methods to be described in scientific literature.

Problems in this area which will not be treated in this report are:

1. Estimation of the performance.

2. Hypothesis testing of if this manager always have a poor performance.

3. Examination of how managers are influenced by being evaluated.

Keywords: Statistical surveillance; Fund manager; (follow links to similar papers)

JEL-Codes: C10; (follow links to similar papers)

8 pages, November 27, 2008

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

19422    PDF-file
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Linus Schi÷ler ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design by Joachim Ekebom

Handle: RePEc:hhs:gunsru:2008_004 This page was generated on 2014-12-14 19:22:19