False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas-Reference-Cited by-同舟云学术

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

Published:2010-01-13 Issue:1 Volume:65 Page:179-216
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:

Author:

BARRAS LAURENT,SCAILLET OLIVIER,WERMERS RUSS

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2009.01527.x/fullpdf

Reference43 articles.

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2. Bajgrowicz , Pierre Olivier Scaillet 2009 Technical trading revisited: False discoveries, persistence tests, and transaction costs

3. Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation;Baks;Journal of Finance,2001

4. Regret theory in decision making under uncertainty;Bell;Operations Research,1982

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

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