Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
type: Item
instance of: scholarly article
title: Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
zbMATH Open document ID: 1312.62137
author: Tristan Caulfield
author: Christos Ioannidis
author: Ian Tonks
author: David Blake
published in: Journal of Econometrics
publication date: 2014-11-24T00:00:00Z
full work available at URL: Improved Inference Panel Bootstrap Methods April 2014.pdf
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6372055
zbMATH Keywords: mutual funds
zbMATH Keywords: unit trusts
zbMATH Keywords: open-ended investment companies
zbMATH Keywords: performance measurement
zbMATH Keywords: factor benchmark models
zbMATH Keywords: panel methods
zbMATH Keywords: bootstrap methods
describes a project that uses: STABLE
describes a project that uses: IMSL Numerical Libraries
MaRDI profile type: Publication
OpenAlex ID: W2097528428
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DOI: 10.1016/J.JECONOM.2014.05.010
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description: scientific article; zbMATH DE number 6372055