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Investment management / Performance attribution / Collective investment scheme / Value investing / Beta / Active management / Information ratio / Market timing / Portfolio / Financial economics / Finance / Investment


F E AT U R E Performance Evaluation of Active Managers An Overview of Current Practice B y Jason Hsu, PhD, Vi ta l i Ka l e s n i k, Ph D, a n d R u s s We r m e r s , P h D
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Document Date: 2011-12-13 01:15:24

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City

Seattle / Wharton Philadelphia / Can Characteristic / Chicago / /

Company

Standard & Poor / Lu Funds / Equity Mutual Funds / Quarterly Portfolio Holdings / L LC / IMCA 2011 Annual Conference Las Vegas NV / Managed Mutual Funds / Journal Mutual Fund / Journal Mutual Funds / Measuring / /

Country

United States / /

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Facility

University of Chicago Booth School / Annual Conference National Harbor / /

IndustryTerm

good management / attribution technologies / attribution software / /

Organization

The University of Chicago / Investment Management Consultants Association / University of Chicago Booth School of Business / Harvard / /

Person

Sheridan Titman / Chevalier / Judith / Alpha Two / Ja son Hsu / Clemens Sialm / Peter Tufano / Richard C. Green / Hal White / Bu / Kenneth R. French / Keith C. Brown / Nimrod Fachler / Glenn Ellison / Russ Wermers / Vitali Kalesnik / Sirri / W. Van / Brian D. Singer / Allan Timmermann / Jason Hsu / PhD / Vi / Robert F. Stambaugh / Mark Grinblatt / Brett Myers / /

Position

Decomposing Active Manager / manager tilting / core equity manager / Manager Performance Attribution Before / Manager Alpha Historically / manager skill / manager selection / manager performance / desired manager / manager diversification benefit / manager / manager performance measurement / manager alpha diversification / risk model / and factor timing skill / Interpreting Manager / manager outperformance / manager alpha / /

ProgrammingLanguage

FL / /

PublishedMedium

Journal of Finance / Review of Financial Studies / Journal of Political Economy / Journal of Financial Economics / /

Technology

alpha / http / attribution technologies / pdf / /

URL

www.IMCA.org / /

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