Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply
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DOI: 10.37214/jofweb.2
Abstract: Andrikogiannopoulou and Papakonstantinou (AP; 2019) conduct an inquiry into the bias of the False Discovery Rate (FDR) estimators of Barras, Scaillet, and Wermers (BSW; 2010). In this Reply, we replicate their results, then further explore… read more here.
Keywords: reassessing false; reply; false discoveries; finance ... See more keywords