False discoveries in mutual fund performance : measuring luck in estimated alphas
Laurent Barras, Olivier Scaillet, and Russ Wermers
| Year of publication: |
2010
|
|---|---|
| Authors: | Barras, Laurent ; Scaillet, Olivier ; Wermers, Russ |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 65.2010, 1, p. 179-216
|
| Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Performance-Messung | Performance measurement |
| Extent: | graph. Darst. |
|---|---|
| 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/10003923940