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Case
Pedigree vs. Grit: Predicting Mutual Fund Manager Performance
Author(s)
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.
Date Published:
01/01/2007
Discipline:
Finance;Statistical Methods
Key Concepts:
Analyzing Mutual Fund Performance, Linear Regression Analysis, Two Sample Statistics, Survivorship Bias
Citations:
Schmedders, Karl, Peter Eso, Peter Klibanoff, Graeme Hunter. Pedigree vs. Grit: Predicting Mutual Fund Manager Performance. 5-407-755 (KEL396).