Mutual fund performance: false discoveries, bias, and power

DOI10.1007/s10436-010-0151-9zbMath1225.91068OpenAlexW2066129014MaRDI QIDQ645510

Nik Tuzov, Frederi G. Viens

Publication date: 15 November 2011

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-010-0151-9

zbMATH Keywords

performance evaluationstatistical powermutual fundfalse discoverymultiple inference

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (2)

A nonparametric approach to measuring the sensitivity of an asset's return to the market ⋮ Are performance measures equally stable?

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