NDLI: The Study about the Relationship of Fund Manager and Fund Performance

Content Provider	IEEE Xplore Digital Library
Author	Zuoxing Huang Shiming Xiao
Copyright Year	2008
Description	Author affiliation: Dept. of Bus. Sch., Shanghai Univ. for Sci. & Technol., Shanghai (Zuoxing Huang)
Abstract	This paper first reviews the evaluation theories and models on fund performance. There are mainly two research fields on fund performance: the evaluation and the attribution of fund performance. The attribution theories attribute the fund performance into risk-revenue compensation, fund manager's ability of stock-selection and timing-selection. The evaluation models of fund performance can be mainly divided into: the single-factor models based on CAPM (Jensen model, Treynor model, Sharpe model), the multi-factor models, and the attribution models of fund performance (T-M model, H-M model, C-L binomial model). Then this paper chooses the stock funds between 2005 and 2007 from Wind database as the samples to do an empirical study on the effect of fund managers on fund performance. The net value excess index growth is chosen as the dependent variable. Seven variables, which are The Study Major Background, Graduated College Background, Abroad Study Background, Finance Work Time, Position Fund Time, Run Fund Number and Experience Fund Company Number, are chosen as the independent variables. The result of the empirical study shows that the relationships between fund performance and Study Major Background, Graduated College Background and Abroad Study Background are not significant while the fund manager's Finance Work Time is positively correlated with the fund performance. The fund manager's Position Fund Time has an inverted U-shape correlation with the performance. The Run Fund Number and the Experience Fund Company Number are negatively correlated with the performance.
Starting Page	1
Ending Page	6
File Size	207548
Page Count	6
File Format	PDF
ISBN	9781424421077
DOI	10.1109/WiCom.2008.2314
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-10-12
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Performance evaluation IEEE news Technology management Investments Finance Financial management Educational institutions Security Risk management Contracts
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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