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This study examines the market timing and selection ability of portfolio managers. It uses both the parametric and non-parametric models proposed by Henriksson and Merton (1981) to analyse Irish funds over the period 1992 to 1997. The results show that Irish fund managers exhibit positive selection ability, however, as with most of the existing empirical evidence, the results for timing ability are less conclusive. The parametric model provides inconclusive evidence, however the non-parametric model does provide some evidence to the contrary. Generally the results are in line with findings in other markets.

The Timing and Selection Ability of Irish Fund Managers: Parametric and Non-Parametric Tests