Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Year of publication: |
2014
|
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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 |
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