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Financial services / Funds / Active management / Index fund / Tracking error / Stock market index / Hedge fund / Wilshire Associates / Stock fund / Financial economics / Investment / Finance


How Active Is Your Fund Manager? A New Measure That Predicts Performance Martijn Cremers Antti Petajistoy
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Document Date: 2006-08-07 13:58:34


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City

New Haven / /

Company

T. Rowe Price / Frank Russell Co. / Wall Street Journal / Morgan Stanley / Wilshire Associates / Russell / Ibbotson Associates / Instead / Thomson Financial / S&P / Dow Jones / Active Share / Magellan / /

Continent

America / /

Country

United States / /

Currency

pence / USD / /

/

Facility

Tilburg University / University of Vienna / /

IndustryTerm

active portfolio management / active management / /

MarketIndex

S&P 500 / Barra / Barra Growth and Value / S&P / Russell 2000 / Russell / S&P/Barra / /

Organization

School of Management / Helsinki School of Economics / Finance Yale School / Yale School of Management / U.S. Securities and Exchange Commission / Finance International Center / G20 / University of Vienna / Tilburg University / Predicts Performance Martijn Cremers Antti Petajistoy International Center / /

Person

Owen Lamont / Nick Barberis / Lu Zheng / Andrei Shleifer / Juhani Linnainmaa / Ludovic Phalippou / Lauren Cohen / Frank Fabozzi / Andrea Frazzini / Matthew Spiegel / Has Regrets / /

/

Position

manager / manager aims / Fund Manager / active manager / manager starts / Corresponding author / active equity fund manager / /

ProvinceOrState

Connecticut / /

PublishedMedium

The Wall Street Journal / /

Technology

alpha / /

SocialTag