Investing in mutual funds : are you paying for performance or for the ties of the manager?
| Year of publication: |
2020
|
|---|---|
| Authors: | Siriopoulos, Costas ; Skaperda, Maria |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 7.2020, 2, p. 153-164
|
| Subject: | Hurst exponent | Rescaled Range Analysis | Long Memory | Surrogate Data Analysis | Bootstrap | Mutual Fund Performance | Morning Star | Investmentfonds | Investment Fund | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Performance-Messung | Performance measurement |
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