Fifty Shades of Active and Index Alpha

Author:

Leippold Markus,RRegg Roger

Publisher

Elsevier BV

Reference25 articles.

1. Risks and portfolio decisions involving hedge funds;Vikas Agarwal;The Review of Financial Studies,2004

2. Technical trading revisited: False discoveries, persistence tests, and transaction costs;Pierre Bajgrowicz;Journal of Financial Economics,2012

3. The cross section of conditional mutual fund performance in European stock markets;Ayelen Banegas;Journal of Financial Economics,2013

4. False discoveries in mutual fund performance: Measuring luck in estimated alphas;Laurent Barras;Journal of Finance,2010

5. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Yoav Benjamini;Journal of the Royal Statistical Society. Series B (Methodological,1995

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