Affiliation:
1. European University Cyprus, Nicosia, Cyprus
Abstract
The purpose of this chapter is to review the current trends in investment management and performance research. The adaption of both the classic CAPM and the factor models seems to continue, with the realistic factors playing a crucial role and best represent the drivers of investment performance. Another rising area is the search for skill, which is based on the enhanced benchmarks. The availability of quantitative and qualitative data in the academic community has allowed for these areas to evolve in recent years and to emerge as expected in the next decade, as well as to be explored.