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- Published online February 5, 2018.
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© 2018 Pageant Media Ltd
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- Robert Ferguson
- Anna Agapova
- Dean Leistikow
- Joel Rentzler
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Chasing Performance and Identifying Talented Investment Managers
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- 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
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