Measuring Managerial Skill in the Mutual Fund Industry

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15 June 2012
Source: Social Science Research Network
Jonathan Berk Jules H. Van Binsbergen

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Abstract

Using the dollar-value a mutual fund manager adds as the measure of skill, the authors find that not only does skill exist, but this skill is persistent, as far out as 10 years. They further document that investors recognize this skill and reward it by investing more capital with skilled managers. Higher skilled managers are also found to be paid more and there is a strong positive correlation between current managerial compensation and future performance. Registration/subscription may be required to access this content.
Topics
Performance Measurement and Evaluation
    :
  • Performance Attribution
|
Portfolio Management
    :
  • Performance Measurement, Attribution, and Appraisal
Credits · About the CE Program
1.5 CE (including 0 SER) Manage CE Credits

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