PERFORMANCE EVALUATION - High-Frequency Performance Monitoring - Improvements in technology and increasing emphasis on performance have led many investors to monitor the performance of fund managers on a high-frequency basis: Quarterly, monthly, or more frequently. The authors examine the impact that frequency of performance measurement has on the probability distribution of observed outcomes. ...
| Year of publication: |
2001
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| Authors: | Dimson, Elroy ; Jackson, Andrew |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 28.2001, 1, p. 33-43
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