How to Tell if a Money Manager Knows More?
收藏NBER2003-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9791
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In this paper, we develop a methodology to identify money managers who have private information about future asset returns. The methodology does not rely on a specific risk model, such as the Sharpe ratio, CAPM, or APT. Instead, it relies on the observation that returns generated by managers with
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美国国家经济研究局创建时间：
2003-06-01
