New evidence on mutual fund performance : a comparison of alternative bootstrap methods
David Blake, Tristan Caulfield, Christos Ioannidis, and Ian Tonks
| Year of publication: |
June 2017
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| Authors: | Blake, David ; Caulfield, Tristan ; Ioannidis, Christos ; Tonks, Ian |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 3, p. 1279-1299
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| Subject: | mutual funds | unit trusts | open ended investment companies | performance measurement | factor benchmark models | bootstrap methods | stochastic dominance | Investmentfonds | Investment Fund | Bootstrap-Verfahren | Bootstrap approach | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Benchmarking | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017000229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743963