Case Number: 5-407-755, Year Published: 2007
HBS Number: KEL396
Analyzing Mutual Fund Performance, Linear Regression Analysis, Two Sample Statistics, Survivorship Bias
An asset management company must replace the manager of its two signature mutual funds, who is about to retire. Two candidates have been short-listed. The management team is divided and cannot decide which of the two candidates would make the better mutual fund manager. The retiring manager presents a linear regression model to examine success factors of mutual fund managers. This linear regression is the starting point for the subsequent analysis.
Application of linear regression analysis to analyze the performance of mutual fund managers.
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