Evaluating the size of the bootstrap method for fund performance evaluation
type: Item
instance of: scholarly article
title: Evaluating the size of the bootstrap method for fund performance evaluation
zbMATH Open document ID: 1398.62287
author: Tingting Cheng
author: Cheng Yan
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
full work available at URL: 21358.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6935631
zbMATH Keywords: performance evaluation
zbMATH Keywords: bootstrap
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: unobservable factors
MaRDI profile type: Publication
OpenAlex ID: W2600737792
cites work: Panel Data Models With Interactive Fixed Effects
cites work: Theory and methods of panel data models with interactive effects
cites work: Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
DOI: 10.1016/J.ECONLET.2017.03.028
description: scientific article; zbMATH DE number 6935631