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performance is driven by estimation bias. Through an empirical application, we demonstrate the impact of the criteria on the …, we evaluate the ability of U.S. corporate bond fund managers to generate alpha. We apply the False Discovery Rate (FDR … funds able to generate significant alpha over their life. However, fund managers can generate alpha over the short …
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This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
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