Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
David Blake; Tristan Caulfield; Christos Ioannidis; Ian Tonks
| Year of publication: |
2014
|
|---|---|
| Authors: | Blake, David ; Caulfield, Tristan ; Ioannidis, Christos ; Tonks, Ian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 183.2014, 2, p. 202-210
|
| Subject: | Mutual funds | Unit trusts | Open-ended investment companies | Performance measurement | Factor benchmark models | Panel methods | Bootstrap methods | Investmentfonds | Investment Fund | Bootstrap-Verfahren | Bootstrap approach | Performance-Messung | Panel | Panel study | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Benchmarking | Portfolio-Management | Portfolio selection |
| 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://ebvufind01.dmz1.zbw.eu/10010506059