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Outperformance & performance persistence

Chapter
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Part of the BestMasters book series (BEST)

Abstract

In order to understand how and why investors are chasing past performance (and subsequently “outperformers)” it is vital to (i) elaborate the common ways of identifying and assessing outperformers and (ii) how persistent these assessments are in practice.

Keywords

Mutual Fund Excess Return Performance Figure Track Record Sharpe Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Fachmedien Wiesbaden 2015

Authors and Affiliations

  1. 1.WienAustria

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