Titre:
  • False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas.
Auteur:Scaillet, Olivier; Barras, Laurent; R. Wermers, Russell
Statut de publication:Publié, 2005
series:Working papers CEB, 05-014.RS
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Pension Funds; Other Private Financial Institutions; Institutional Investors
Hypothesis Testing
Volumes/pages:53 p.
Mots-clés:Mutual Fund Per formance
False Discovery Rate
Multiple Testing.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:05-014