Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Investing
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Investing

The Journal of Investing

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
Article

Chasing Performance and Identifying Talented Investment Managers

Robert Ferguson, Anna Agapova, Dean Leistikow and Joel Rentzler
The Journal of Investing Spring 2018, joi.2018.1.067; DOI: https://doi.org/10.3905/joi.2018.1.067
Robert Ferguson
is a managing partner at ATG Enterprises in Coral Gables, FL
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Anna Agapova
is an associate professor of finance at Florida Atlantic University in Boca Raton, FL
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Dean Leistikow
is a professor of finance at Fordham University GBA in New York, NY
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Joel Rentzler
is a professor of finance in the Zicklin School of Business at CUNY in New York, NY
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Click to login and read the full article.

Don’t have access? Click here to request a demo 

Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Forgot your user name or password?
Next
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Investing: 30 (2)
The Journal of Investing
Vol. 30, Issue 2
February 2021
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Investing.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Chasing Performance and Identifying Talented Investment Managers
(Your Name) has sent you a message from The Journal of Investing
(Your Name) thought you would like to see the The Journal of Investing web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Chasing Performance and Identifying Talented Investment Managers
Robert Ferguson, Anna Agapova, Dean Leistikow, Joel Rentzler
The Journal of Investing Feb 2018, joi.2018.1.067; DOI: 10.3905/joi.2018.1.067

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Chasing Performance and Identifying Talented Investment Managers
Robert Ferguson, Anna Agapova, Dean Leistikow, Joel Rentzler
The Journal of Investing Feb 2018, joi.2018.1.067; DOI: 10.3905/joi.2018.1.067
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • LITERATURE REVIEW
    • THE PARABLE OF THE UNTALENTED INVESTMENT MANAGERS
    • REAL LIFE: TALENTED AND UNTALENTED MANAGERS
    • WHAT THE INVESTOR SHOULD FOCUS ON AND SEEK
    • BAYES’ THEOREM, THE CONDITIONAL PROBABILITIES OF THE CAUSES OF AN EVENT
    • THE TRADITIONAL STATISTICAL PROCEDURE FOR DETERMINING TRUE ALPHA
    • TWO EXTREME EXAMPLES THAT ILLUSTRATE HOW BAYES’ THEOREM CAN HELP
    • TWO ILLUSTRATIVE EXAMPLES of HOW BAYES’ THEOREM CAN HELP
    • ASSESSING AN INVESTMENT PROCESS’S A PRIORI PROBABILITY OF POSITIVE TRUE PERFORMANCE
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • Capture Ratios: Seizing Market Gains, Avoiding Losses, and Attracting Investors Funds
  • Are Relative Performance Measures Useless?
  • Google Scholar

More in this TOC Section

  • Editor’s Letter
  • COMMENTARY: Last Page
  • Editor’s Letter
Show more Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1068-0896 | E-ISSN: 2168-8613

  • Site Map
  • Terms & Conditions
  • Cookies
  • Privacy Policy