Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
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 | Schätzung | Estimation |
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