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Persistent link: https://www.econbiz.de/10009745287
We investigate the performance of the German equity mutual fund industry over 20years (monthly data 1990–2009) using the false discovery rate (FDR) to examine both model selection and performance measurement. When using the Fama–French three factor (3F) model (with no market timing) we find...
Persistent link: https://www.econbiz.de/10011042108
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