David M. Stein

Parametric Portfolio Associates

Managing Director

7310 Columbia Center

701 5th Avenue

Seattle, WA 98104

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 35,134

SSRN RANKINGS

Top 35,134

in Total Papers Downloads

1,456

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Using Statistical Process Control to Monitor Active Managers

Number of pages: 35 Posted: 19 Mar 2003
Thomas K. Philips, Emmanuel Yashchin and David M. Stein
NYU Tandon School of Engineering - Department of Finance and Risk Engineering, IBM Corporation - Thomas J. Watson Research Center and Parametric Portfolio Associates
Downloads 1,456 (14,004)
Citation 2

Abstract:

Loading...

CUSUM, performance measurement, alpha, excess return, active manager