Winning the Performance Game Without Really Trying

Journal of Performance Measurement, 1999, v3(4), 59-66

8 Pages Posted: 25 Nov 2015

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Robert Ferguson

AnswersToGo

Joel Rentzler

City University of New York (CUNY) - Baruch College

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Date Written: April 30, 1999

Abstract

Investment managers overwhelm potential clients with theories and statistical tests that strongly suggest their good past performance was no accident and will continue. Experience suggests otherwise. Statistics and theory can seem quite convincing - even when wrong. This paper illustrates the problem by presenting five "foolproof" ways of winning the performance game. If you can't identify which ones work, which ones don't work, and why, then you had better watch out.

Keywords: active management, performance

Suggested Citation

Ferguson, Robert and Rentzler, Joel, Winning the Performance Game Without Really Trying (April 30, 1999). Journal of Performance Measurement, 1999, v3(4), 59-66. Available at SSRN: https://ssrn.com/abstract=2694866

Robert Ferguson (Contact Author)

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Joel Rentzler

City University of New York (CUNY) - Baruch College ( email )

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