An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey-Reference-Cited by-同舟云学术

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An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey

Published:2018-02-28 Issue:40 Volume:50 Page:4318-4327
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Lee Yongjae¹,Kwon Do-Gyun²,Kim Woo Chang²,Fabozzi Frank J.³

Affiliation:

1. Department of Transdisciplinary Studies, Seoul National University, Suwon, Republic of Korea

2. Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Daejeon, Republic of Korea

3. EDHEC Business School, Nice, France

Funder

National Research Foundation of Korea

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1444263

Reference17 articles.

1. The peer performance ratios of hedge funds

2. The Surprising Alpha From Malkiel’sMonkey and Upside-Down Strategies

3. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

4. Measuring skill in the mutual fund industry

5. On Persistence in Mutual Fund Performance

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1. Randomized Control in Performance Analysis and Empirical Asset Pricing;SSRN Electronic Journal;2024

2. The effects of errors in means, variances, and correlations on the mean-variance framework;Quantitative Finance;2022-07-14

3. Achieving Portfolio Diversification for Individuals with Low Financial Sustainability;Sustainability;2020-08-30

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