Mutual fund performance: false discoveries, bias, and power
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Cites work
- A Direct Approach to False Discovery Rates
- A Reality Check for Data Snooping
- Adaptive linear step-up procedures that control the false discovery rate
- Beliefs regarding fundamental value and optimal investing
- Correlation and Large-Scale Simultaneous Significance Testing
- Empirical Bayes Analysis of a Microarray Experiment
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
- High dimensional covariance matrix estimation using a factor model
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Improved Forecasting of Mutual Fund Alphas and Betas*
- Large-Scale Simultaneous Hypothesis Testing
- Microarrays, empirical Bayes and the two-groups model
- On testing the significance of sets of genes
- Quantile-Function Based Null Distribution in Resampling Based Multiple Testing
- Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling
- Resampling-based false discovery rate controlling multiple test procedures for correlated test statistics.
- Simultaneous inference: when should hypothesis testing problems be combined?
- Size, power and false discovery rates
- Statistical significance for genomewide studies
- Stepwise Multiple Testing as Formalized Data Snooping
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- The control of the false discovery rate in multiple testing under dependency.
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
Cited in
(11)- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
- Evaluating the size of the bootstrap method for fund performance evaluation
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
- A nonparametric approach to measuring the sensitivity of an asset's return to the market
- Fixed Income Fund Performance across Economic States
- Fooled by Randomness: Investor Perception of Fund Manager Skill*
- Are performance measures equally stable?
- Front-Running by Mutual Fund Managers: A Mixed Bag *
- How much does size erode mutual fund performance? A regression discontinuity approach
- How many good and bad funds are there, really?
- Improved Forecasting of Mutual Fund Alphas and Betas*
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