Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Marco G. Ercolani, William Pouliot and Joanne S. Ercolani
| Year of publication: |
2018
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|---|---|
| Authors: | Ercolani, Marco G. ; Pouliot, William ; Ercolani, Joanne S. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 34/35, p. 3686-3701
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| Subject: | bootstrap | capital asset pricing model | CUSUM test | linear regression models | Mutual funds | stochastic processes | U-statistics | Investmentfonds | Investment Fund | CAPM | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1436154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012059401