Articles with "bootstrap methods" as a keyword



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New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

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Published in 2017 at "Journal of Financial and Quantitative Analysis"

DOI: 10.1017/s0022109017000229

Abstract: We compare two bootstrap methods for assessing mutual fund performance. The first produces narrow confidence intervals due to pooling over time, whereas the second produces wider confidence intervals because it preserves the cross correlation of… read more here.

Keywords: bootstrap methods; fund performance; mutual fund; fund ... See more keywords