Using Statistical Process Control to Monitor Active Managers

Thomas K. Philips; Emmanuel Yashchin; David M. Stein

doi:10.3905/jpm.2003.319922

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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).

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For correspondence: tkp@paradigmasset.com

Emmanuel Yashchin

A research staff member at IBM's T.J. Watson Research Center in Yorktown Heights (NY 10547).

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For correspondence: yashchi@us.ibm.com

David M. Stein

Chief investment officer at Parametric Portfolio Associates in Seattle (WA 98109).

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For correspondence: dstein@paraport.com

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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

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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

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