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Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.; Pouliot, William; Ercolani, Joanne S. - In: Applied economics 50 (2018) 34/35, pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
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Performance of mutual equity funds in Brazil : a bootstrap analysis
Laes, Marco Antonio; Silva, Marcos Eugênio da - In: Economia : revista da ANPEC 15 (2014) 3, pp. 294-306
the analyses, Carhart's four-factor model is used as the benchmark for performance, and bootstrap procedures are applied …This article reports a study on the performance of mutual equity funds in Brazil from January 2002 to August 2012. For … their managers. For the bottom ranked funds, on the contrary, there is statistical evidence that their poor performance is …
Persistent link: https://www.econbiz.de/10011865316
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Investing in mutual funds : are you paying for performance or for the ties of the manager?
Siriopoulos, Costas; Skaperda, Maria - In: Bulletin of applied economics 7 (2020) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10012813848
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A reappraisal of luck versus skill in the cross-section of mutual fund returns
Huang, Rong; Asteriou, Dimitrios; Pouliot, William - In: Journal of economic behavior & organization : JEBO 176 (2020), pp. 166-187
Persistent link: https://www.econbiz.de/10012431397
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Do actively managed US mutual funds produce positive alpha?
Huang, Rong; Pilbeam, Keith; Pouliot, William - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 472-492
Persistent link: https://www.econbiz.de/10012598403
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Bootstrap analysis of mutual fund performance
Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
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Luck and skill in the performance of global equity funds in Central and Eastern Europe
Tapver, Triinu - In: Managerial finance 49 (2023) 4, pp. 597-619
Persistent link: https://www.econbiz.de/10014252543
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Applying a bootstrap analysis to evaluate the performance of Chinese mutual funds
Chen, Long-Hui; Chen, Hsin-Hung - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 865-876
Persistent link: https://www.econbiz.de/10011764610
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New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299
Persistent link: https://www.econbiz.de/10011743963
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Benchmarking mutual fund alpha
Bu, Qiang - In: American journal of business : applying research to … 31 (2016) 4, pp. 227-239
Persistent link: https://www.econbiz.de/10011643762