Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

David Blake; Tristan Caulfield; Christos Ioannidis; Ian Tonks

doi:10.1016/j.jeconom.2014.05.010

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

David Blake, Tristan Caulfield, Christos Ioannidis, Ian Tonks

School of Accounting and Finance

Research output: Contribution to journal › Article (Academic Journal) › peer-review

9 Citations (Scopus)

Original language	English
Pages (from-to)	202-210
Journal	Journal of Econometrics
Volume	183
Issue number	2
DOIs	https://doi.org/10.1016/j.jeconom.2014.05.010
Publication status	Published - 1 Dec 2014

Access to Document

10.1016/j.jeconom.2014.05.010

http://linkinghub.elsevier.com/retrieve/pii/S0304407614001134

Professor Ian Tonks
- i.tonks@bristol.ac.uk
- School of Accounting and Finance - Professor of Finance
Person: Academic

Cite this

@article{0667d802695d43e3abe227f79305171b,

title = "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods",

author = "David Blake and Tristan Caulfield and Christos Ioannidis and Ian Tonks",

year = "2014",

month = dec,

day = "1",

doi = "10.1016/j.jeconom.2014.05.010",

language = "English",

volume = "183",

pages = "202--210",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "North-Holland Publishing Company",

number = "2",

}

TY - JOUR

T1 - Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

AU - Blake, David

AU - Caulfield, Tristan

AU - Ioannidis, Christos

AU - Tonks, Ian

PY - 2014/12/1

Y1 - 2014/12/1

U2 - 10.1016/j.jeconom.2014.05.010

DO - 10.1016/j.jeconom.2014.05.010

M3 - Article (Academic Journal)

VL - 183

SP - 202

EP - 210

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

Access to Document

Professor Ian Tonks

Cite this