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Judging Fund Managers by the Company They Keep

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NBER2002-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9359
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资源简介:
We develop a performance evaluation approach in which a fund manager's skill is judged by the extent to which his investment decisions resemble the decisions of managers with distinguished performance records. The proposed performance measures are estimated more precisely than standard measures,
提供机构:
美国国家经济研究局
创建时间:
2002-12-01
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