Performance Persistence
نویسندگان
چکیده
منابع مشابه
On Persistence of Performance Measures
In this paper, we analyze the persistence of several performance measures. Our work is radically different from others in the sense that we are not interested in evaluating if there is persistence in the performance of managed portfolios such as Mutual Funds but rather if performance measures have themselves some degree of persistence, that is, we focus on the inherent persistence biases of the...
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One of the essential and most complex components in the software development process is the database. The complexity increases when the "orientation" of the interacting components differs. A persistence framework moves the program data in its most natural form to and from a permanent data store, the database. Thus a persistence framework manages the database and the mapping between the database...
متن کاملPerformance Persistence in Mutual Funds:
* The authors thank Russ Wermers for conversations related to performance persistence. The authors will not enter into any correspondence with members of the public concerning this report.
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A rapidly growing demand for networked information has stressed the need for effective ways of managing large amounts of complex data. While more traditional solutions such database technology are already playing a major role, it seems clear that the mismatch between the relational and object oriented paradigms will be exposed by some applications as a source of major inefficiency. The upside p...
متن کاملPerformance Persistence of Pension Fund Managers
This paper examines persistence over time in the performance of fund managers responsible for making the investment decisions of UK pension funds. Previous work on UK pension funds found little evidence of fund manager persistence, but we argue that this may have been due to survivorship bias in the construction of these data samples, which may have disguised true persistence. Using a large sam...
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ژورنال
عنوان ژورنال: The Journal of Finance
سال: 1995
ISSN: 0022-1082
DOI: 10.2307/2329424