Primary Article
Using Statistical Process Control to Monitor Active Managers
Thomas K. Philips, Emmanuel Yashchin and David M. Stein
The Journal of Portfolio Management Fall 2003, 30 (1) 86-94; DOI: https://doi.org/10.3905/jpm.2003.319922
Thomas K. Philips
Chief investment officer at Paradigm Asset Management in New York (NY 10019).
Emmanuel Yashchin
A research staff member at IBM's T.J. Watson Research Center in Yorktown Heights (NY 10547).
David M. Stein
Chief investment officer at Parametric Portfolio Associates in Seattle (WA 98109).
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In this issue
Using Statistical Process Control to Monitor Active Managers
Thomas K. Philips, Emmanuel Yashchin, David M. Stein
The Journal of Portfolio Management Oct 2003, 30 (1) 86-94; DOI: 10.3905/jpm.2003.319922