Improved inference for fund alphas using high-dimensional cross-sectional tests
Tingting Cheng, Cheng Yan, Yayi Yan
| Year of publication: |
2021
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|---|---|
| Authors: | Cheng, Tingting ; Yan, Cheng ; Yan, Yayi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 57-81
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| Subject: | Alpha | Arbitrage | Crisis | Hedge fund | Mutual fund | Investmentfonds | Investment Fund | Hedgefonds | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693236