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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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In search of the optimal number of fund subgroups
Yan, Cheng; Cheng, Tingting - In: Journal of empirical finance 50 (2019), pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724