Bootstrap analysis of mutual fund performance
Haitao Huang, Lei Jiang, Xuan Leng, Liang Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Haitao ; Jiang, Lei ; Leng, Xuan ; Peng, Liang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 239-255
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| Subject: | Bootstrap | Edgeworth expansion | Hotelling's -squared test | Mutual fund performance | Investmentfonds | Investment Fund | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Hotellerie | Hotel industry | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434393