Skill, Scale, and Value Creation in the Mutual Fund Industry
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13096
Reference72 articles.
1. Nonparametric Pricing of Interest Rate Derivative Securities
2. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
3. Predictive Regressions: A Reduced-Bias Estimation Method
4. Hedge Fund Return Predictability Under the Magnifying Glass
5. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
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