A note on sorting bias correction in regression-based mutual fund tournament tests
Aymen Karoui; Iwan Meier
| Year of publication: |
2015
|
|---|---|
| Authors: | Karoui, Aymen ; Meier, Iwan |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 29.2015, 1, p. 21-29
|
| Subject: | Mutual funds | Tournament | Sorting bias | Risk shifting | Investmentfonds | Investment Fund | Systematischer Fehler | Bias | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010500751