Fooled by Randomness: Investor Perception of Fund Manager Skill*

DOI10.1093/ROF/RFW011MaRDI QIDQ4555651zbMATH OpenOpenAlexFDO

Authors

Publication date 20 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/fc92788865a362eb8f5e682bf38b2edb54107a6c

zbMATH Keywords

experimental samples of fund populationsfund manager skillretail investorsrisk taking

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Recommendations

• Mutual fund performance: false discoveries, bias, and power
• Performance of investment strategies in the absence of correct beliefs
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• A rational theory of mutual funds' attention allocation
• Heterogeneity of probability weighting in investment decisions

Cited in

(1)

• Front-Running by Mutual Fund Managers: A Mixed Bag *

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