Article
The Empirical Law of Active Management: Perspectives on the Declining Skill of U.S. Fund Managers
Edouard Sénéchal
The Journal of Portfolio Management Fall 2010, 37 (1) 121-132; DOI: https://doi.org/10.3905/jpm.2010.37.1.121
Edouard Sénéchal
is responsible for quantitative research and risk capital allocation at Singer Partners, LLC, in Winnetka, IL.
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The Empirical Law of Active Management: Perspectives on the Declining Skill of U.S. Fund Managers
Edouard Sénéchal
The Journal of Portfolio Management Oct 2010, 37 (1) 121-132; DOI: 10.3905/jpm.2010.37.1.121
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- Article
- Abstract
- A NEW APPROACH TO ESTIMATING BREADTH: THE DIVERSIFICATION FACTOR
- A NEW APPROACH TO ESTIMATING SKILL
- COMPARISON OF THE FUNDAMENTAL AND EMPIRICAL LAWS
- CAN YOU GET INDIGESTION FROM THE DIVERSIFICATION FREE LUNCH?
- EMPIRICAL ANALYSIS OF THE RELATION BETWEEN DIVERSIFICATION AND SKILL
- CONCLUSION
- APPENDIX A
- APPENDIX B
- ENDNOTES
- REFERENCES
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