A Strategy-Proof Test of Portfolio Returns
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- Alvaro Sandroni, 2003. "The reproducible properties of correct forecasts," International Journal of Game Theory, Springer;Game Theory Society, vol. 32(1), pages 151-159, December.
- Dean P. Foster & H. Peyton Young, 2010. "Gaming Performance Fees By Portfolio Managers," The Quarterly Journal of Economics, Oxford University Press, vol. 125(4), pages 1435-1458.
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More about this item
KeywordsExcess returns; Martingale maximal inequality; Hypothesis test;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
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