Skilled Mutual Fund Selection: False Discovery Control Under Dependence

DOI10.1080/07350015.2022.2044337arXiv2106.08511MaRDI QIDQ6149869

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Publication date: 5 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.08511

zbMATH Keywords

mixture modeldependencemutual fundlarge scale multiple testingapproximate empirical Bayes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• How Many Good and Bad Funds are There, Really?
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
• Correlation and Large-Scale Simultaneous Significance Testing
• Estimation of the False Discovery Proportion with Unknown Dependence
• Common risk factors in the returns on stocks and bonds

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