How Many Good and Bad Funds are There, Really?
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Publication:5139549
DOI10.1142/9789811202391_0108zbMath1452.91307OpenAlexW3080419263MaRDI QIDQ5139549
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Publication date: 9 December 2020
Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9789811202391_0108
bootstrapkernel smoothingtrading strategiesgoodness of fitBayes ruletest powermutual fundfalse discovery rateshedge fundfund performance
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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