Skilled Mutual Fund Selection: False Discovery Control Under Dependence-Reference-Cited by-同舟云学术

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Skilled Mutual Fund Selection: False Discovery Control Under Dependence

Published:2022-03-21 Issue:2 Volume:41 Page:578-592
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Wang Lijia¹,Han Xu²,Tong Xin³

Affiliation:

1. Department of Mathematics at the University of Southern California, Los Angeles, CA

2. Department of Statistical Science, Fox Business School, Temple University, Philadelphia, PA

3. Department of Data Sciences and Operations, Marshall Business School, University of Southern California, Los Angeles, CA

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2044337

Reference29 articles.

1. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

2. The control of the false discovery rate in multiple testing under dependency

3. Covariance regularization by thresholding

4. Performance Persistence

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Directional false discovery rate control in large-scale multiple comparisons;Journal of Applied Statistics;2024-05-25

2. Indian institutional investor's portfolio concentration decision: skill and performance;Journal of Advances in Management Research;2023-12-04

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