Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
DOI10.1016/j.jeconom.2014.05.010zbMath1312.62137OpenAlexW2097528428MaRDI QIDQ473239
Christos Ioannidis, Ian Tonks, Tristan Caulfield, David Blake
Publication date: 24 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://opus.bath.ac.uk/39710/1/Improved_Inference_Panel_Bootstrap_Methods_April_2014.pdf
performance measurementmutual fundsbootstrap methodsfactor benchmark modelsopen-ended investment companiespanel methodsunit trusts
Applications of statistics to economics (62P20) Bootstrap, jackknife and other resampling methods (62F40)
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