Mutual fund performance: false discoveries, bias, and power
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Volume (Year): 7 (2011)
Issue (Month): 2 (May)
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References listed on IDEAS
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- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute, revised Sep 2008.
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