Mutual fund performance: false discoveries, bias, and power
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- Thomas A. Severini, 2016. "A nonparametric approach to measuring the sensitivity of an asset’s return to the market," Annals of Finance, Springer, vol. 12(2), pages 179-199, May.
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More about this item
KeywordsMutual fund; Performance evaluation; False discovery; Multiple inference; Statistical power; C10; G10; G20;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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